Symptoms
When editing permissions through add permissions or remove permissions sometimes you see the following message:
You are unauthorized on at least one of the selected targets.
Details
This message appears when you have farm administration permissions, but you are not site collection administrator and you don't have full control over the zone containing the selected targets. When you are in this particular scenario, Sharegate can only add or remove users as site collection administrators of the selected targets because, even if you are farm administrator, you don't have permissions on the targets.
Solution
There are 3 possible solutions to this issue:
Activate the Auto-Assign Site Collection Administrator feature.
Add the user account you are connected with to the site collection administrators of the selected targets - see the Add Permissions action.
Grant full control over the zone to the user account you are connected with to the web application containing the selected targets (not recommended).