Refresh Failed Due to Gateway Configuration - But All Source Files are on Sharepoint

I created a Power BI report on desktop and have it published online. The report was built with the goal of giving someone else the PBIX file so that after the report was compelte, I would give them access so they can do their own updates/refreshes.

It was originally built with a couple of Excel files on my C: drive. I moved those files to Sharepoint and re-mapped my queries to pull from the organization's Sharepoint site.

When attempting to refresh the dataset in the O365 Power BI refresh in my workspace, I get the following error. It's my first time attempting to update something from here. The folders should all be pointing at Sharepoint, so I'm not sure why it wouldn't be able to update.

I deleted the dataset and the report and republished, but it still gives me this error. Any insight?