Make configurable (or remove?) references to the gateway

[gotjosh]

Given the gateway is not open source, it causes confusion for our users. We should consider making this configurable and adding a brief explanation of what purpose it serves.

[pracucci]

gateway

For the sake of clarity, this issue is about the auth cortex-gateway (cortex-gw in dashboards) and not the store-gateway (which is open-source and a required service by the blocks storage).