We have already surfaced the diagnostic tab in the DMG Configuration Manager but we do intend to do more here.
Thanks for the great feedback. We are working to add better exception handling to Data management gateway that will allow you to test the connection to your linked services.
Thank you for the feedback. We will look into this.
Thanks for the great feedback. We are working to see if we can publish the produced datasets as part of the pipelines to Power BI catalog. Also, we are working on expanding the list of connectors supported in Azure Data Factory (similar to different connectors that you have in Power Query). This will allow you to connect to different data sources apart from the current supported ones (Azure db, Azure Table, Azure Blob, On-Prem SQL Server)
Thanks Bill for trying Azure Data Factory and providing great feedback. Linking one Factory to another is in our road map and we will be working on this in the coming releases.