If you go to the Deploy Dynatrace option in your tenant, there is a web url displayed in the command that. When you access that web url in a web browser, it would download a zip file, which you could transfer it to your host machine. (I have not tried it personally myself, just thought this could be an option)
Documentation for AIX agent installation: https://www.dynatrace.com/support/help/installatio...
Installation images have to be downloaded from the tenant (your environment - using the Deploy dynatrace option in the left menu). Images are tailored to your environment as they contain connectivity information (URLs, access token, environment ID).
IYou can then upload it to your server and install it. If you already have security GW up and running, it should connect through the GW. (I guess you need it since you don't have internet access and you've tagged your post with Dynatrace SaaS tag).