I don't recall if there is for the "Client Connectivity". See: http://help.landesk.com/Topic/Index/ENU/LDMS/9.5/Content/Windows/csa_h_help.htm
I am very familiar with the broker config annoyance. I created a custom patch definition to resolve it on the clients and set the definition to autofix. (on 9.0).
I forgot to add, I'm using the management gateway without issue with 9.5 SP1.
Here is my agent configuration flow:
1.) agent starts off with an "Intranet Only" connectivity setting (built into the agent)
2.) Query configured for if the hardware is a laptop or tablet, and running intranet only config
3.) "Change settings" job is created to change to the "Mangement gateway" connectivity setting and uses that query