Thank you cmontoyabb
The issue that we had was that the on-premise gateway was not able to use our proxy which has all the appropriate IP ranges allowed. A manual update to the config file was required as follows:
File location\name:
C:\Program Files\On-premises data gateway\m\Microsoft.Mashup.Container.NetFX45.exe.config
Details required:
<system.net>
<defaultProxy useDefaultCredentials="true">
<proxy autoDetect="false" proxyaddress="yourproxy" bypassonlocal="false" usesystemdefault="true" />
</defaultProxy>
</system.net>
I completed the above changes back in January this year and all has been working fine since. I dont know if a manual edit of this config is still required or if there is an updated fix to this.
I hope this helps others that are using (or trying to use) a proxy. Aplogies for not updating you all earlier