The file name should be gateway.dat (all lowercase). Note that gateway.dat tries to parse IP addresses from the last "Received" header. This means it will only parse ONE IP address. In other words, it won't work if there are multiple intermediate SMTP servers. Consider the following example:

Sender → Sender's SMTP → Your ISP Smtp 1 → Your ISP Smtp 2 → Your Xeams

In the above example, the goal is to get the IP address of the Sender's SMTP server so Xeams could check their SPF record. You have specified the IP address of Your ISP Smtp 2 in gateway.dat. Since there are two SMTP servers used by your ISP, Xeams will end up parsing the IP address of Your ISP Smtp 1 instead, which is incorrect.