Unable to enter OAUTH credentials in data gateway for Online SharePoint data source

Apologies if this has been brought up before.

I have a desktop PBI report which has two data sources:

• Sharepoint List (Online)
• Active Directory

I am able to refresh the desktop report with my OAUTH credentials. But once I publish it online to the Pro service, the data gateway will not allow it to refresh saying my credentials are invalid.

I've read that several threads on this:

https://community.powerbi.com/t5/Integrations-with-Files-and/sharepoint-gateway-error-not-showing-Oauth-in-Datasource-Setting/td-p/430316

https://community.powerbi.com/t5/Integrations-with-Files-and/How-to-configure-On-premises-Gateway-to-SharePoint-Folder-source/td-p/101743

Also found an idea that has been marked as already solved:

https://ideas.powerbi.com/forums/265200-power-bi-ideas/suggestions/13405644-combine-enterprise-gateway-and-online-data-sources

https://docs.microsoft.com/en-us/power-bi/service-gateway-mashup-on-premises-cloud

From what I understand, if the Sharepoint list is online (which is my scenario), I can simply enter my credentials under OAUTH. But my data gateway doesn't allow me this (no option to do so):

Not sure what I'm missing.