Dear Gabriele,
By default the Virtual appliance already holds a copy of MYSQL on it.
So one can start using it immediately and there is no need to install any remote MYSQL DB.
We would advise to keep Auditing outside the Gateway host, to allow the local DB to handle only policy requests and let a remote/target handle the Audit.
And yes, MYSQL Replication is only between two MYSQL DB's.
A cluster can hold few Gateways, but the replication is between two DB Servers.
Do let me know if this answers your question and if you have more questions with regards to this topic.
Kind Regards,
Amit.