Gateway Harbor is a location in the Southern Shelf not far from Liar's Berg. From Liar's Berg, exit the city through the front gate down to the water front. Turn right and you'll see a medium sized camp with multiple levels. This camp and the camp behind it connected to a large ship are Gateway Harbor.
You have to cross through this area to get to the Soaring Dragon during the mission "Best Minion Ever". It is also where you find the audio recording that begins "Handsome Jack Here!"