Fixed it. For some odd reason it didn't want to detect the new baatery whatever I tried.
Fixed it by reconnecting the old battery and boot my GPD Win 2 from the charger. It did detect my old battery.
Removed the old battery and reconnected the new one. Booted my GPD Win 2 again with the charger connected and this time it did find the new battery.
I can also confirm that the power supply that I ordered mentioned in my previous post wroks fine with the GPD Win and GPD Win 2.