Had the same Problem!
I'm totaly new to MYSENSORs and my gateway runs on an Arduino pro mini 8MHz attatched to a Pi.
Funny thing was that the controller is able to send data at 115.2kbaud but can't read at that speed when clocked with 8MHz ( as explained here : http://forum.mysensors.org/topic/1483/trouble-with-115200-baud-on-3-3v-8mhz-arduino-like-serial-gateway-solution-change-baudrate).
Solution: Set your baudrate to 57600 end reupload the sketch.
Took me quite a while bevor I figured that one out.
Hope that helps anyone how encounters the same Problem.