[FEATURE REQ]Add throughput control support in gateway mode

[xinlian12]

Add throughput control in gateway mode as well.

Thanks for the feedback! We are routing this to the appropriate team for follow-up. cc @kushagraThapar, @TheovanKraay

[stevenylai]

Thanks for opening this issue. In case this is related to our case 2303160060000494, just so that you know it's OK for us to use direct mode for now. In the long run, this feature could be useful for Microsoft to support other institutional clients where gateway mode is more desirable and they also want to do some throughput control.

[xinlian12]

@stevenylai - agree, we should add the throughput control for gateway as well. Thanks for letting us know that you are able to use direct mode and at least unblocked currently :)