Enterprise Gateway Error on Refresh - SSL Provider: signature of the certificate cannot be verified

I get the error message displayed below on data refresh in Power BI Online when using an enterprise gateway connected to an on-premise SQL Server. The error on data refresh does not appear in Power BI Desktop.

I need advice what do I have to do that this data refresh works.

Now a description of all steps leading to the error.

Initial situation:

I have a Power BI Desktop, Enterprise Gateway on Server S-02 (two), SQL Server on Server S-01 (one) with Database DB-A, SQL Server Analysis Services on Server S-01 (one) with multidimensional Database DB-B.

The Enterprise Gateway is configured and ready to go

The data source in the gateway for the relational SQL Server DB-A

The data source in the gateway for the multidimensional SSAS DB-B

Remark: the PWA data source is the same as the first one and not used.

In Power BI Desktop I connect to the SQL Server and the relational DB-A, I create a report. I do not use the other multidimensional data source DB-B.

As you can see there are no values in the matrix. They shall appear on Refresh.

I change the data in the data source DB-A and refresh the report in the Power BI Desktop. This works.

Actual data appears in the report:

No I publish the report - without the last refresh of data - to Power BI Online.

Then I refresh the data source in Power BI Online with Refresh Now.

This does not work. I get the following error message (same as first picture above)

What do I have to do now that data refresh in Power BI Online with an Enterprise Gateway works?

Thank you in advance.