Start capturing and recording the 'Created Power BI gateway' events in the audit logs
There is a selection for the 'Created Power BI gateway' activity in the Audit Log Search of the Security & Compliance Center, but the events are currently not being captured or recorded. The Power BI Product Group has confirmed this is by design and stated, “CreateGateway events are not currently being audited in the Audit Logs. It's possible this may be added in the future, but as of right now, there are no plans to add this feature.”
Brian Smith commented
This activity appears to be captured now in the SCC Audit Logs.
Sylvia Vargas commented
Having audit logs available on the gateway events would be extremely beneficial in the debugging of troubleshooting gateway issues (which are constant btw).