Creating robots with Closed Kinematics structures in URDF is not supported. Thats why we have to use SDF format to be able to create them.
Here is a micro-tutorial on how to create a simple closed box example in RDS: https://www.theconstructsim.com/rds-ro….
You will also learn how to move it through the gzclient applying torques to the joints.
Thank you to https://github.com/progtologist/gazeb… because it was very useful to get this simple example working.