I have the same exact problem.
My collector collects events and logins from AD. I have gateways setup with Identity Collector access and they are connected.
In my GUI for Identity Collector, I can check that it looks logins in the "Logins Monitor" pane, and I see that it is connected and sends event to gateways in the "Gateways" panel.
My configuration is done according to the instructions "CP_R80.20_IdentityAwareness_AdminGuide.pdf".
But at the gate I can't see the identities when I try to create a new access role.
Also, in the logs in the gateway I see only "Error log" and "User Logout" events.
What am I missing? Where will the identity be created in the identity?
I hope someone can help clarify this I can't finde any sk that does that.