The on-demand Insights data gathering is introduced as a tech preview feature in 4.14, but there are some issues:
- periodic data gathering job that is running blocks on-demand data gathering request
- on-demand data gathering request is not working when the context is done

You can either wait for periodic data gathering job to be started (no the first one since the informers cache doesn't have to be synced yet) and then request on-demand data gathering by creating a new DataGather resource

or you can try this
1. Set Insights Operator interval to e.g 5 minutes
2. Restart the operator
3. Wait for 5 min * 4 (this is the default context timeout) = 20 min
4. Request on-demand data gathering - it will likely fail however consequent request should work again 

Periodic data gathering jobs don't block (when running) the on-demand data gathering requests and on-demand data gathering works even when the context is timeouted.