It can happen if you are sending messages too fast. Try the configuration shown here.
Some device manufacturers also set the limit on number of messages you can send in certain time span. If you are getting error "SMS Gateway is sending the large number of messages." then follow below guide to prevent it or set the minimum delay above 60 sec to avoid this issue.
https://support.rbsoft.org/articles/im-getting-the-frequent-prompt-with-message-sms-gateway-is-sending-large-number-of-messages-do-you-want-to-allow-this-app-to-continue-sending-messages-how-can-i-stop-it
This can also happen due to SIM blocks. In that case, you can follow this guide.
If you are trying to send MMS, then make sure SMS Gateway app is the default app for SMS. If it isn't, you can set it as default by following the below guide.
https://support.rbsoft.org/articles/how-to-prevent-default-messaging-app-from-storing-every-message-i-send-1948
This can also happen if you don't have a sufficient balance on your phone to send SMS or MMS.
It can also happen if the app is unable to report the status to the server because of connection failure. In this case, App will do it after some time.
Problems with Older Color OS devices
If you are using older Oppo or Realme devices, then the app will prompt you every time you send the message. So it is not preferable to use older Oppo or Realme devices to use this app.