Issue in changing the Data gateway region

Hi sundeepgotru ,
Thanks for reaching out to Community Forum.

Thank you for checking on this. The region of an On-premises Data Gateway cannot be changed directly using PowerShell or by updating an existing gateway cluster, which is why commands such as Set- DataGatewayCluster -RegionKey do not move a gateway from one region to another. The RegionKey parameter only tells the PowerShell module which regional endpoint to connect to and it does not change the region of the existing cluster in Microsoft Power BI. However, Microsoft supports changing the gateway region during the gateway installation process when you select Migrate, restore, or takeover an existing gateway and then choose Change Region. Using this option, you can move the gateway to another region for example, North Europe to West Europe while keeping the same gateway cluster ID, so the existing datasets, dataflows, and refresh schedules will continue to work and no rebinding is required. After the migration is completed successfully, the old gateway installation can be removed or disabled. If the gateway is tied to the tenant’s default region, then changing the region may not be supported and in that case creating a new gateway cluster and rebinding workloads would be required.

Refer to these Microsoft Docs - 
https://learn.microsoft.com/en-us/data-integration/gateway/service-gateway-data-region
https://learn.microsoft.com/en-us/powershell/module/datagateway/set-datagatewaycluster?view=datagateway-ps
https://learn.microsoft.com/en-us/data-integration/gateway/service-gateway-install

Thank you.