GZIP & Browser cache plugins not working

We are facing issues with enabling GZIP compression in the site mentioned above.
We get the following error:
gzip is not working properly: - Your server may not have the "deflate" module enabled (mod_deflate for Apache, ngx_http_gzip_module for NGINX)

We have already checked with our support & we do have mod_deflate & activated in our servers.
Though its a bit confusing coz according to site checkgzipcompression.com, we have it enabled, please view https://prnt.sc/fnq76l.

Something similar is happening with browser caching as wel.