You should be able to set the Cellphone location to <None> from Cube > System Center > Mobile Gateway.
Most likely you'll also need a DataMiner restart before this change is fully applied.
The process responsible for Mobile Gateway is SLGSMGateway.exe. When no mobile gateway has been configured, it should not be running.
The link from DataMiner to Mobile Gateway is configured in DataMiner.xml as the <MobileGateway> tag, more specifically the <IP> tag in there.
To remove the Mobile Gateway configuration files itself to prevent SLGSMGateway from communicating with external devices, you could remove the Config.xml file from the C:\Skyline DataMiner\Mobile Gateway as well.