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Thank you for your response. For those looking to do the same thing, according to AWS Support AWS SageMakers does NOT support GitLab yet and there is no ETA for that feature.
Hello,
Thank you for using AWS services.
AWS provides different VPN options like Client VPN and Site-to-Site VPN which might required different configuration and setup to get associated with other AWS resources like SageMaker Studio.
To answer your question in precise way and provide better assistance, we would like to understand the architecture at your end while implementing this configuration. The best way to understand the architecture is by opening a support case with networking team and discussed more about the options available to connect the Gitlab repo within private VPN to SageMaker Studio.
https://docs.aws.amazon.com/awssupport/latest/user/case-management.html
For more reference on AWS VPN:
Client VPN: AWS Client VPN is a managed client-based VPN service that enables you to securely access your AWS resources and resources in your on-premises network. With Client VPN, you can access your resources from any location using an OpenVPN-based VPN client.
Site-to-Site VPN: AWS Virtual Private Network solutions establish secure connections between your on-premises networks, remote offices, client devices, and the AWS global network.
https://docs.aws.amazon.com/vpn/latest/clientvpn-admin/what-is.html
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Any update on this? I am running into a similar issue. Thanks!