Dynamic Database selection from Dashboard/Report

You can use a Power Query parameter for the database, but for user selection in the dashboard, a practical option is to combine the five databases into one model with a Database/Company field and let users filter it with a slicer.

For strict data separation, separate models or Row-Level Security may be more suitable.

EasyReports can also help with multi-database reporting by connecting your SQL data and providing centralized dashboards and reports with database-wise analysis.