If you bring that other window forward, I think you’ll see that it’s just the Gateway login dialog. For some reason, Gateway doesn’t always close this window when login is complete.
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So just ignore it – it doesn’t do any harm (but don’t try to close it, that will end Gateway).
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By the way, the message about autorestart file not being found is not an error. It’s just a statement of fact. And the restart.sh script is for use if you need to restart Gateway without having to do a full 2FA.