Azure SSAS Tabular model

Hi,

I am currently testing Power BI desktop with a tabular model in SSAS.

I have an Azure VM with SQL server 2016 installed on it. Because this is POC I cannot connect the Azure VM to our internal domain.

I have successfully connected Excel to the SSAS model by using the internal login on the Azure server. But when I try and connect Power BI desktop to the model it fails to connect.

So.... 

I then tried setting up msmdpump.dll http connection to the data model, which worked for a day! Now when I try and connect Power BI desktop to the model I get a connection, and I can see all the measures/attributes etc... However when I try to connect "live" and run a query the process fails!

However I can connected SSMS to this method.

Is the http msmdpump.dll method of connecting to an SSAS tabular model supported for Power BI? 

Thanks

Peter Gadsby