Yes! The gateway receives traffic directly from the workstation and then proceeds to encrypt and route to Tor. Malicious software can intercept and re-route traffic before Tor encryption. Content can be protected if the workstation encrypts first before sending to the gateway (ie https), but headers / metadata will still be unencrypted.
Do not install untrusted software in the gateway. It’s better (but more difficult) to put proxy software in a separate VM so if the proxy is compromised, your traffic is still encrypted by Tor.