Schedules refresh on local datasources

Yeah - I found the documentation not the clearest, but once I'd set up the enterprise gateway (wherever you have the personal gateway set up), I then went into Power BI service 'manage gateways and connections' within the gear icon.

Then, like your second image (new connection with gateway cluster), there is a MySQL option under connection type which appears once you've picked a gateway- enter your credentials in there and check it works.

Then, within each reports settings, in the gateway section, you need to map each connection from the dataset to the relevant connection you've set up in service (in the top section - gateway, not the bottom cloud one).

Sorry if this makes zero sense!