Why do i need a gateway?

Hi caledonia I have seen this before with other users and I agree you don't requrie a gateway for a Cloud source.

Firstly, see if you can untoggle the On for the Use an On-premises or VNet data gateway. Although it does look greyed out.

Next, expand Data source credentials. Make sure none of teh sources has an error message. If it does, update the credentials.

If that doesn't sort the issue, create a Cloud connection for the source. This will also allow you to share the connection for other users to use. When done, click Apply