I guess the question I would want to ask in return is: what do you expect to test in the gateway?
If you gateway is providing caching, basic auth, load balancing, or any other service which does not modify the payload itself (save maybe through some headers/logging which don't matter to the interaction itself), then the gateway is really not a party to the interaction and therefore need not be a party to the interaction anymore than the routers along your network need to be included.
Hypothetically, if you do have two contracts (FE⭤GW and GW⭤BE), then when the FE adds a new interaction, you'll need to:
1. Update the GW as a provider to the FE to respond to the new interaction.
2. Update the GW as a consumer of the BE to add the new interaction.
3. Update the BE as a provider to the GW to respond to the new interaction.
Steps (1) and (2) seem redundant in cases where the GW is simply passing through the payload.