On-Premises data gateway - the remote certificate is invalid according to the validation procedure

I've run fiddler, and the URL it seems to want to connect to is;

api.powerbi.com

In the on-premises data gateway, it presents the following error;

So are you saying I need to get the certificate for api.powerbi.com and add it as a trusted certificate on the server?

The log file is as follows;

EnterpriseGatewayConfigurator.exe Information: 0 : Initialize MainViewModel
EnterpriseGatewayConfigurator.exe Information: 0 : GetConfiguratorStateAsync
EnterpriseGatewayConfigurator.exe Information: 0 : Configuration client returned null
EnterpriseGatewayConfigurator.exe Information: 0 : Sign In
EnterpriseGatewayConfigurator.exe Error: 0 : Exception: Microsoft.PowerBI.DataMovement.EnterpriseGatewayConfigurator.EmailDiscoveryServiceException: Network request returned unexpected error. ---> System.AggregateException: One or more errors occurred. ---> System.Net.Http.HttpRequestException: An error occurred while sending the request. ---> System.Net.WebException: The underlying connection was closed: Could not establish trust relationship for the SSL/TLS secure channel. ---> System.Security.Authentication.AuthenticationException: The remote certificate is invalid according to the validation procedure.
   at System.Net.TlsStream.EndWrite(IAsyncResult asyncResult)
   at System.Net.ConnectStream.WriteHeadersCallback(IAsyncResult ar)
   --- End of inner exception stack trace ---
   at System.Net.HttpWebRequest.EndGetRequestStream(IAsyncResult asyncResult, TransportContext& context)
   at System.Net.Http.HttpClientHandler.GetRequestStreamCallback(IAsyncResult ar)
   --- End of inner exception stack trace ---
   at System.Runtime.CompilerServices.TaskAwaiter.ThrowForNonSuccess(Task task)
   at System.Runtime.CompilerServices.TaskAwaiter.HandleNonSuccessAndDebuggerNotification(Task task)
   at Microsoft.PowerBI.DataMovement.EnterpriseGatewayConfigurator.ConfiguratorClientExtensions.<DiscoverEmailProperties>d__19.MoveNext()
   --- End of inner exception stack trace ---
   at System.Threading.Tasks.Task`1.GetResultCore(Boolean waitCompletionNotification)
   at Microsoft.PowerBI.DataMovement.EnterpriseGatewayConfigurator.WizardSignInViewModel.DiscoverCloudServiceDetails(HttpClient httpClient, String emailAddress)
   --- End of inner exception stack trace ---
   at Microsoft.PowerBI.DataMovement.EnterpriseGatewayConfigurator.WizardSignInViewModel.DiscoverCloudServiceDetails(HttpClient httpClient, String emailAddress)
   at Microsoft.PowerBI.DataMovement.EnterpriseGatewayConfigurator.WizardSignInViewModel.DoNext(Object param)
   at Microsoft.PowerBI.DataMovement.EnterpriseGatewayConfigurator.WizardViewModelBase.DoNextWorker(Object param)
   at Microsoft.PowerBI.DataMovement.GatewayUXCommon.RelayCommand.<>c__DisplayClass6.<Execute>b__4()
EnterpriseGatewayConfigurator.exe Information: 0 : Sign In
EnterpriseGatewayConfigurator.exe Error: 0 : Exception: Microsoft.PowerBI.DataMovement.EnterpriseGatewayConfigurator.EmailDiscoveryServiceException: Network request returned unexpected error. ---> System.AggregateException: One or more errors occurred. ---> System.Net.Http.HttpRequestException: An error occurred while sending the request. ---> System.Net.WebException: Unable to connect to the remote server ---> System.Net.Sockets.SocketException: No connection could be made because the target machine actively refused it 127.0.0.1:8888
   at System.Net.Sockets.Socket.EndConnect(IAsyncResult asyncResult)
   at System.Net.ServicePoint.ConnectSocketInternal(Boolean connectFailure, Socket s4, Socket s6, Socket& socket, IPAddress& address, ConnectSocketState state, IAsyncResult asyncResult, Exception& exception)
   --- End of inner exception stack trace ---
   at System.Net.HttpWebRequest.EndGetRequestStream(IAsyncResult asyncResult, TransportContext& context)
   at System.Net.Http.HttpClientHandler.GetRequestStreamCallback(IAsyncResult ar)
   --- End of inner exception stack trace ---
   at System.Runtime.CompilerServices.TaskAwaiter.ThrowForNonSuccess(Task task)
   at System.Runtime.CompilerServices.TaskAwaiter.HandleNonSuccessAndDebuggerNotification(Task task)
   at Microsoft.PowerBI.DataMovement.EnterpriseGatewayConfigurator.ConfiguratorClientExtensions.<DiscoverEmailProperties>d__19.MoveNext()
   --- End of inner exception stack trace ---
   at System.Threading.Tasks.Task`1.GetResultCore(Boolean waitCompletionNotification)
   at Microsoft.PowerBI.DataMovement.EnterpriseGatewayConfigurator.WizardSignInViewModel.DiscoverCloudServiceDetails(HttpClient httpClient, String emailAddress)
   --- End of inner exception stack trace ---
   at Microsoft.PowerBI.DataMovement.EnterpriseGatewayConfigurator.WizardSignInViewModel.DiscoverCloudServiceDetails(HttpClient httpClient, String emailAddress)
   at Microsoft.PowerBI.DataMovement.EnterpriseGatewayConfigurator.WizardSignInViewModel.DoNext(Object param)
   at Microsoft.PowerBI.DataMovement.EnterpriseGatewayConfigurator.WizardViewModelBase.DoNextWorker(Object param)
   at Microsoft.PowerBI.DataMovement.GatewayUXCommon.RelayCommand.<>c__DisplayClass6.<Execute>b__4()
EnterpriseGatewayConfigurator.exe Information: 0 : Update checks
EnterpriseGatewayConfigurator.exe Error: 0 : Failed to resolve DNS host for dns.msftncsi.com
EnterpriseGatewayConfigurator.exe Error: 0 : System.Net.Sockets.SocketException (0x80004005): This is usually a temporary error during hostname resolution and means that the local server did not receive a response from an authoritative server
   at System.Net.Dns.GetAddrInfo(String name)
   at System.Net.Dns.InternalGetHostByName(String hostName, Boolean includeIPv6)
   at System.Net.Dns.GetHostEntry(String hostNameOrAddress)
   at Microsoft.PowerBI.DataMovement.EnterpriseGatewayConfigurator.Checks.NetworkCheck.CheckDNSQuery()
EnterpriseGatewayConfigurator.exe Information: 0 : Create webrequest for Uri: http://www.msftncsi.com/ncsi.txt
EnterpriseGatewayConfigurator.exe Information: 0 : Checking for On-premises data gateway service
EnterpriseGatewayConfigurator.exe Information: 0 : Fetch state for On-premises data gateway service
EnterpriseGatewayConfigurator.exe Information: 0 : Service state: Running
EnterpriseGatewayConfigurator.exe Error: 0 : System.AggregateException: One or more errors occurred. ---> System.TimeoutException: The operation has timed out.
   at Microsoft.PowerBI.DataMovement.EnterpriseGatewayConfigurator.Checks.CheckManager.<RunChecks>d__0.MoveNext()
   --- End of inner exception stack trace ---
---> (Inner Exception #0) System.TimeoutException: The operation has timed out.
   at Microsoft.PowerBI.DataMovement.EnterpriseGatewayConfigurator.Checks.CheckManager.<RunChecks>d__0.MoveNext()<---

EnterpriseGatewayConfigurator.exe Error: 0 : Gateway service health check Timeout failed with error : Health check failed because it cannot finish in 2000 ms.
EnterpriseGatewayConfigurator.exe Information: 0 : Create httpclient request for Uri: http://www.msftncsi.com/ncsi.txt