When trying to connect your Nebula Gateway (NSG) via PPPoE, you have to directly connect to the Nebula Gateway locally and access the device via HTTPS.
Navigate to Configuration > Interface:
You now can choose between the WAN interfaces. Click on the respective interface either twice or highlight the interface you want to set PPPoE to and click on the "Edit"-Button to see this menu:
Here you can set up the respective PPPoE credentials and apply via the "OK"-Button.
In the interface menu, you now can connect the respective device:
Congratulations, you managed to set up the PPPoE Interface of your NSG!