On Premises Gateway on Virtual Machine (Automatic Refreshes Failing)

My ICT department recently set up a virtual machine so that I can schedule refreshes to occur when I am not working and my work computer is turned off. I have successfully installed PowerBI Desktop on the VM and saved all PBI files there. I have deployed the on premises gateway, shared the reports via the PowerBI Service, and worked through a few bugs (e.g., changing privacy level to "organizational" for semantic models) so that reports can be manually refreshed. So far so good...

However, there is a problem with automatic refreshes. If I am connected to the VM via Remote Desktop, or if I have been recently connected, automatic refreshes work just fine. However, if I have not been disconnected for a a couple hours, the refreshes fail and I receive the following error message: 

"Failure details: The last refresh attempt failed. Your Personal Gateway is offline or could not be reached. Ensure the Gateway computer is on and you are logged on to it during the scheduled refresh period."

It seems that the VM is going to sleep. I have changed the display and power settings on the VM so that display and hard disk should never turn off. But after some time of being disconnected, I always have to login again. Is there something I have to do on my end to keep the VM on at all times, or does ICT have to do something to the settings on the server or something? Thanks!!