Connecting to a MYSQL database through data gateway on an Amazon EC2 server

Hi, I have set up a data gateway on an amazon EC2 VM, Installed MYSQL odbc and .net software

I have verified that the data gateway is online through the Power BI service:

Having previously connected to the MYSQL database through a AWS VPN client, this did not work for scheduled refreshes, so the company providing the read only database suggested this approach using the data gateway to connect to the power bi service.

Trying to add a new MYSQL connection:

I get the following error:

I know that the MYSQL credentials and server name are correct.

The Company that set up the EC2 instance assures me that it is configured as per Microsoft recommendations.

This also may be useful:
Connecting the Microsoft Power BI service to AWS data sources - Using Microsoft Power BI with the AWS Cloud (amazon.com)

Please can you advise. Any help much appreciated.