I had the same issue. My Setup is this:
Hostsystem - Nginx Reverse Proxy for Mattermost and Gitlab)
- Gitlab Docker Container
- Mattermost Docker Container
I first installed the mattermost gitlab integration on the Hostsystem, but that didn't work.
I then installed the mattermost gitlab integration in the Gitlab Docker instance and configured the Gitlab projects webhook url:
http://localhost:5000/new_event
and disabled the SSL Verification. That worked for me but i don't like it.
You can probably set it up on the hostsystem and use nginx reverse proxy for ssl.