As you might imagine, since the actual optimization task runs on a remote system in a Compute Server environment, Gurobi callbacks give different behavior than they do when the task runs locally. In particular, callbacks are both less frequent and more restrictive. You will only receive MESSAGE, BARRIER, SIMPLEX, MIP, MIPSOL and MULTIOBJ callbacks; you will not receive PRESOLVE or MIPNODE callbacks. As a result, you will only have access to a subset of the callback information that you would be able to obtain when running locally. You can still request that the optimization be terminated from any of the callbacks you receive, though. Please refer to the Callback Code section of the Gurobi Reference Manual for more information on the various callback codes.