No need to change the gain for binning at other than 1x1. The ZWO cameras accomplish binning by averaging the signal level of the binned pixels, so there is no increase in signal for binned vs non-binned exposures.
Unity gain by definition is 1 electron per ADU. For other gain levels you can consult the manufacturer’s data. For your camera you can find it here (scroll down to the second chart):
If you have software that can read the FITS header from the image file, you can also find the e/ADU recorded there - it’s called “EGAIN”.
With your telescope’s long focal length, you have enough resolution to bin 2x2, even with the focal reducer. There will be some increase in signal to noise ratio with binning compared to un-binned, though it may not be very noticeable. The most noticeable difference will be smaller files (1/4 the size of un-binned with 2x2 binning), therefore less storage space used.
With the ZWO cameras, binning is accomplished by the driver after the image is retrieved from the camera, unless “hardware binning” is selected in the camera settings. SGPro does not expose the hardware binning option, so there will be no increase in download speed with binning selected.