I think this is a matter of opinion; successful stories have been written that break all kinds of writing conventions.
For my part, in particular for a beginning writer, I'd recommend sticking to the convention that such stories do NOT break POV, it is Nick Carraway (or Dr. Watson), all the way.
Engineer your story so that Gatsby has some reason to tell Nick Carraway what the reader needs to know, or so that some third party tells Nick.
That can be something that actually occurs in the future:
I did not know it at this time, but I learned later, from the officers conducting the investigation, that the following transpired:
How did the "officers" know it? The reader won't care about that, it sounds plausible that nosy Nick Carraway could have put the pieces together.
In the Sherlock Holmes stories, Watson pulls together the story from Sherlock himself, from victims and witnesses, from villain confessions, etc.
So, CAN messing with the conventions work? Sure, but if you are not already a well-known, published and respected author, it will likely be seen as an amateur move, a lack of imagination on your part because you couldn't figure out how to keep the book in character, and had to break the "fourth wall" in order to complete the story.
Don't think that because some best-selling author has done something, that gives you permission to do it also. Some authors get lucky and tell a story so compelling that their errors are overlooked by publishers. JK Rowling and Dan Brown get panned by better best-selling writers fairly often, but their writing mistakes are overwhelmed by their imaginative stories.
You can hope for the same luck, but I'd let your mistakes be things you didn't even know you were doing and couldn't help; I would not introduce errors you know are errors.