How do I create an advanced SQL query with an AWS Redshift database in powerbi service

I am basically self teaching how to use powerbi service and I am absolutely lost. 

All of my data is stored in a redshift cluster after hours of trying to figure things out I managed to get a data gateway up and running.

So I go to create a data flow using the redshift connector and get to the following page 

I do not see an option to add my SQL query to the connection as I do when I set up the connection in desktop. Can I add an SQL query?

I tried to use ODBC as it has an SQL editor but I get a different error. I am doing something wrong with this connection string I believe