You may wish to add these lines to /etc/rc.d/rc.local to start the service:

if [ -x /etc/rc.d/rc.icinga2 ]; then
  /etc/rc.d/rc.icinga2 start
fi

You may also add these lines to /etc/rc.d/rc.local_shutdown:

if [ -x /etc/rc.d/rc.icinga2 ]; then
  /etc/rc.d/rc.icinga2 stop
fi

Remember to give executable permission to /etc/rc.d/rc.local_shutdown:

  chmod 0755 /etc/rc.d/rc.local_shutdown