So.. every time I want to use Workstation do I first need to start Gateway & leave it running once it's up & done all it needs to ?
Yes. As far as I know, the gateway needs to be running if you want to use internet connectivity in the workstation.
Is it possible to combine the 2 into 1 vm session and/or image ?
no, the whole point of Whonix is to have GW and WS isolated and seperate for maximum security.
Have a nice day,