same issue here, i think it could be the latest version (July) of the gateway, as this issue only seems to have occured since updating.
Just to confirm power BI will load up the reports, but as soon as a filter is applied, the circles swirl round, and nothing updates, if i look at the event log on our sql server, where the gateway is installed, the gateway crashes as soon as i apply the filter. It then restarts itself, but presumably it doesnt know what it was then doing before it crashed.
Application: Microsoft.PowerBI.EnterpriseGateway.exe Framework Version: v4.0.30319 Description: The process was terminated due to an unhandled exception. Exception Info: exception code c000071f, exception address 00007FF93493BA74