Bottom line
Gemini CLI cannot connect to CodeGateway directly.
Gemini CLI (Google's official open-source terminal agent, verified against 0.58.0) supports a custom upstream URL, but only the Gemini-native API protocol (e.g. generateContent endpoints). CodeGateway surfaces are Anthropic Messages and OpenAI-compatible protocols — there is no Gemini-native surface — so a direct connection is not possible.