As far as I'm aware, you can only take saves against wounds.
Gateway does not cause wounds when you roll 11 or 12, therefore you cannot take any form of save. The unit is simply removed on that result.
It's very slim odds of getting "removed from the game" with gateway anyway - first you need to get the spell off (and any sane opponent who knows you have it will horde his dispel dice) and then roll an 11 or 12 - the odds of which are, what, 1-in-18 or something? Assuming he's not packing a Dispel or Feedback Scroll.
Always good when it works though.