Issue trying to configure data gateway from a URL source

Hello there.

I am working in a dashboard. My datasource is from two URLs:

https://rhrecruiter.avature.net/PublicLists/uD4y2if4WWjyPlIKxaheSm7iZDRnj5S-

https://rhrecruiter.avature.net/PublicLists/HiR59r73YAM2O9bzNV7mczHZ8kh1_13K

Is it working fine and it updates everytime I refresh from PBI Desktop.

The thing is, i uploaded it to the Power BI Service and I want to configure the Data Gateway. The steps I follow are:

1. Download the on-premise data gateway (not the personal mode) <<Question 1: which one do I use?

2. Sign in with my account

3. Data source settings > add new data source. I created it

4. When I create the data source I used datasource type: Web. Then I paste the URL and authentication mode: Anonimous<< Question 3: Is that ok?

5. When I go apply, it says its Connected as the pic shows:

Those URL came from a CRM app where it generates both. Each have a table. Do I have to configure the data source from another option, different from "Web"?

The issue comes when I want to select the data gateway i've created.

Settings>Dataset>Data gateway connection> And it never appears, it is always like this:

HELP ME! what can I do?

Thanks