I received my development kit yesterday and started trying to get everything connected, but got stuck for a couple of hours with the gateway not being seen by mcStudio even through everything else seemed to be connected properly. It was on the wifi, mcOTA could see it, but nothing from mcStudio.
I went through all the threads I could find and tried everything suggested to no avail, and at the time I did recall that I'd accepted a firewall request from windows, so I thought it should be seeing it.
Eventually I ended up in my firewall settings, and saw 4 items for mcScript, but two of them were denied, one of which was private networks.
I removed all 4 entries, reopened studio and when it prompted me, I got something that looked like the attached image, with the private network button unchecked by default (different app, same look)
In all my scouring around I didn't see anything explicitly saying that we had to check this button, so it never occurred to me that I'd done something wrong on that step. If it is out there, it wasn't where it needed to be, or easily seen!
It'd be great if you could add a note to this in the documentation wherever it'd be relevant, but specifically a note in section 2.1 of the mcScript guide as a highlight/warning of things that could go wrong and say, check your firewall settings, and ensure you enabled private.
Lots of documentation has things like that, little triangles with ! to indicate HEY look at me, I have potentially useful information.
Hopefully this post / documentation update can save someone hour of frustration!