The free black lead on the Gateway harness must be grounded / connected to the metal chassis of the radio or car. In case of BMW you don’t need to connect this lead separately.
If this cable is not connected on Audi, VW, Skoda or Seat then the Gateway won’t work at all (!). Or an other smyptom can be that the Gateway works, but there is a noise problem on the car side or on the side of the Gateway.