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As hopefully you can see in my screenshots below:
How do I make it appear somehow!? (Pretty please).. Perhaps does it matter that I'm on a free trial of Power BI Pro?
Thanks so much in advance
This could because there are only certain data sources which can be used with the Virtual Gateway which are listed below
Use virtual network (VNet) data gateway and data sources in Power BI | Microsoft Learn
Based on your connection which is a Web connector you will have to use the Standard On-Premise Gateway.