Continuous Threat Monitoring for GitHub Connector setup broken

Hello 53CU1t, 
Looks like the connector works as expected. You are getting the error as "content source = gallery content" has been removed.
In order to clear this message and open the connector's page normally you should re-instate the gallery content in use.
You should have the banner available on the data connectors page with a prompt as visible on the below screenshot:

After the content is re-instated, the connector page should open normally (after the re-instate, hard refresh the page). 
You can find out more on the content centralization in the following documentation and I would suggest reviewing it before changes:
Out-of-the-box (OOTB) content centralization changes - Microsoft Sentinel | Microsoft Learn
Please let me know if this resolves the problem you experienced. 
Have a good day!