Question:
Does domain pass through authentication work with NetScaler Gateway, like forwarding the windows machine credentials so that user do not have to login and does single sign on(latest update for 12.0.58.x)?

Answer:
No, Domain pass through does not work with Netscaler Gateway.
Authentication will happen on Netscaler Gateway if it is enabled on it, and user would have to enter the credentials.

Domain pass-through is possible with storefront since storefront server is  part of domain joined machines.