Yes you can do that.
but just be aware...
if the portal ever becomes unavailable the local client will use the last known portal config and attempt to connect to the gateway directly, so only passcode will be required... this may also be confusing for users as they will not know if to use password or passcode...
why do you feel you need both ?
does your sms passcode also require a username and PIN?
I have multiple gateways and that means that Firewalls that have the portals they don't have the gateways and the firewalls with the gateways they don't have any portals .
I tried to attach LDAP-AD profile that works in the portal and the profile for the SMS provider to the gateways which I have configured the firewalls to send vs source-ip only. But doesn't work because it seems that app sends the ad password as passcode since I get SMS that my account is locked but if I do the opposite and I use the SMS auth in the Portal and the LDAP-AP profile in the gateway then I get SMS , I put that since I am getting prompted and then auth fail with no reason but I suspect that this SMS passcode is being used in the gateway .
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