Enterprise Gateway - adding folder as data source

1) I get that error message during the last step of configuring a Data Source, so not to the refresh stage yet.

2) The pbix file was created by selecting 'Get Data, Folder, [navigate to synced SharePoint doc library, and then I edited the data to combine binaries, close & apply, when the report was finished, I selected Publish from within the application. So I don't know exactly how to answer your question. Hopefully you can understand the process described to fit within one of the options you presented. Also, I have tried this with Personal Gateway with no luck. I read someone having the same error code upgrading to Enterprise gateway fixed the issue, so thought I would try.

3) The gateway whows that it is online, see screen shot below.