Generally we have setup our gateway redundancy to be at the same location. However, can redundancy be setup for gateways at two separate locations? If so, what sort of concerns are there? Is it even a supported type of configuration?
Yes it can.
See System Architectures - Ignition User Manual 8.1 - Ignition Documentation (inductiveautomation.com)
Obviously, the biggest concern is maintaining comms to remote redundant gateway.
Biggest thing would be comms from the secondary site to the PLCs. If the secondary becomes active, and the latency from the secondary gateway to the PLCs is high, then communications will suffer.