The gatsby-source-wordpress plugin does not fetch my custom post types from CPT UI plugin, but it does fetch the taxonomies, so I suspect this might be a bug.
Proof that the post type is showing on the WordPress REST API:
https://portfoliostage.kodefant.space/wp-json/wp/v2/portfolio
Node v10.12.0
Gatsby v2.0.53
WordPress v4.9.8
Cloning this repo and trying to find the portfolio post type in the GraphiQL explorer should expose the problem.
https://github.com/kodeFant/gatsby-wordpress-cpt-bug
It fetches data from this WordPress Page
https://portfoliostage.kodefant.space
I believe that a new entry for the Post Type should appear, as the documentation states that Custom Post Types works out of the box.
The post type does not appear, but the custom post types taxonomy "tech" appears just fine in GraphiQL.
https://portfoliostage.kodefant.space/wp-json/wp/v2/tech
I believe the Custom Post Types UI Settings should be correct:

hey mate. i took a quick look at your gatsby-config.js and the problem is pretty simple. you have to whitelist the corresponding routes for your cpt like this
includedRoutes: [
"/*/*/posts",
"/*/*/pages",
"/*/*/media",
"/*/*/menus"
"/*/*/portfolio"
]
this should solve it.
Oh! It worked! Thank you so very much @arturhenryy!
Most helpful comment
hey mate. i took a quick look at your gatsby-config.js and the problem is pretty simple. you have to whitelist the corresponding routes for your cpt like this
this should solve it.