In your /etc/init.d/gateway file you make quite a few references to /sbin/ipchains.. They should be iptables.. Especially when loading the ruleset..
Start with
ifconfig to see which interfaces you have..
Then
dmesg to see which interface was given to the pppoe connection..
Then do
route -n to see which gateway is used..
Then do
iptables-save to list the currently loaded iptables rules..
and
lsmod to show the currently loaded modules..
Then adjust your rules to use the interface the gateway is on as the outgoing interface.
You don't generally need to manually load iptables/netfilter modules as they load when the rule is loaded. Some do need manual loading, eg ftp and irc modules.
One rule states
FORWARD -i eth0 -o eth0 -j REJECT which does nothing..
The FORWARD rules do nothing useful as the POLICY is ACCEPT anyway and no rules DROP anything..
I'd suggest a read of the
iptables tutorial..