On-premises data gateway:
Microsoft Power BI Documentation, "What is an on-premises data gateway?". This document explicitly states, "The gateway is required if your dataset uses one or more on-premises data sources. The gateway isn't required if all of your dataset's data sources are in the cloud."
Data Refresh:
Microsoft Power BI Documentation, "Data refresh in Power BI", section "What can be refreshed?". This page clarifies that datasets using Import mode need to be refreshed to get updated data. It states, "When you refresh data, Power BI must query for updated data from the underlying data source and then load the updated data into the dataset."
Authentication Methods:
Microsoft Power BI Documentation, "Power Query OData feed connector", section "Connect to an OData feed from Power Query Desktop". This article lists the authentication options for the OData connector, which include Anonymous, Windows, Basic, Web API, and Organizational account. This confirms that Basic authentication is a supported option for at least one common data source type.