External authentication of users that log on from mainframe clients requires a special setup of the Teradata Director Program (TDP). For security options on mainframe clients, see Teradata® Director Program Reference, B035-2416.
Since logons from mainframe clients do not go through the gateway, you cannot use the Gateway Control utility to enable external authentication. Instead, you must use the DBSControl utility for mainframe clients. See Teradata Vantage™ - Database Utilities, B035-1102.