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Hi!!!
I have the same problem to access to a web page when I want data refresh in a Power BI session. The original datasource it's a Power BI Desktop file with a one public web datasource and a folder datasource.
PersonalGateway_DataSourceKindLabel:
Error: Credentilas are required to connect to th Web source (Source at https://es.wikipedia.org/...)
URI: WABI-NORTH-EUROPE-redirect.analysis.windows.net
Do you have any idea?
Making this change to my personal gateway fix this problem.
https://powerbi.microsoft.com/en-us/documentation/powerbi-refresh-enable-fast-combine/
I edited my config.xml file and added the EnableFastCombine feature, to TRUE. Rebooted. It worked.