VMware Cloud Director 10.5
VMware Cloud Director 10.6
Edge Gateway have a specific Organization VDC not "Data Center Group" as a scope.
The scope of Edge Gateway and Organization Network to be created must be the same.
Note: You can confirm a scope of Edge Gateway with tenant portal UI.
"Networking" -> "Edge Gateways" -> select edge gateway -> Scope
You can create a new Routed Organization VDC network by choosing "Current Organization Virtual Data Center" as a scope.