Yes, this issue has been solved. If the enterprise gateway does not appear as an option in "Tools--Settings--Datasets," it means that the one or more of the "Data Sources" in your cloud data set is either not listed or not accurately described. If you follow this prescription you should find the problem:
1. In your PBI Desktop, go to Edit Queries (Home ribbon, External Data section). You will see each one of your Data Sources listed along the left side. For each one of the Data Sources, do the following:
2. In the Query section of the ribbon, select "Advanced Editor." In the line starting with the word "Source," you will see the description of the Data Source. The information in between the quotation marks is the critical information you need.
3. In the cloud data set, go to "Tools--Manage Gateways" and select the down arrow next to the name of the gateway. You should now see a listing of each Data Source. There must be a cloud Data Source for each Data Source in the desktop and the data source descriptions (the information in between the quotes) must match EXACTLY. If all the Data Sources are listed and the connection information is accurate, the Enterprise Gateway should appear in the Settings.
When I was pulling my hair out with this issue, I had two Excel data sources that had similar names and one of the connections was not going to the proper file. It can be frustrating to troubleshoot this. In the end, I deleted all of the connections in the cloud data set and added them back in one by one making sure that I listed each source in the Desktop and meticulously copied the data source connection information (in between the quotes). (Note that for a SQL data base connection there will be two pieces of information in between quotes, "server" and "database name".)
Hope this helps.