enterprise refresh with csv files

I can't speak to directly consuming on an FTP location but the enterprise gateway can consume CSVs on a folder if they are stored locally and UNC path qualified.  You can see this link for an example of how this can be done (Refreshing Power BI reports based off Excel data using the On-premises data gateway ).

For your scenario you would have to:

• Bring the files down using your third party tool.  Put them on a network share. 
• In Power BI Desktop use the Get Data option and select Folder.  Point to the UNC share.  Make sure you select to "Edit" and when the table is presented there will be column "Content" with "Binary" as the contents.  In the column header click the double down arrow icon.  That will convert the file listing to the actual contents.  You can do additional power query functions (such as Use First Row as Headers).
• Build out your report and publish it to the server.
• Establish a On-Premises Gateway connection of type "Folder" pointing at the UNC path.
• Finally on the "Dataset" in the Power BI Service, select Schedule REfresh, then set it to the Gateway connection.  YOu can also set a refresh schedule.

From there the data should refresh, or a user can select the dataset and Refresh.  This should work even if you change the number of files in the directory.

Hope this helps