Hi @Sengo Marimuthu ,
Under the communication security tab, please verify the box for Use Configuration Manager-generated certificates for HTTP Systems is checked. If not, the option of "Allow Configuration Manager cloud management gateway traffic" could not be selected. Here is the screenshot for reference:
And about SCCM CMG Implementation, please refer to this guide:
https://systemcenterdudes.com/setup-and-configure-sccm-cloud-management-gateway-1806/
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