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refresh not working for SQL Server + SharePoint Online blend
I believe your issue is the very last thing in your post.
"For reference, I have the following unchecked: 'Allow user's cloud data sources to refresh through this gateway cluster...'."
You need to turn this on so your gateway will let your cloud services refresh. You don't need to do any configuration, as it will simply pass through. You'll see it come up with an "Optional".
Once you configure that correctly, you'll be able to select your other source from the dropdown and click apply. It should then save that change.
HI Anonymous,
For power bi reports who use the mixed Datasource(both online and on-premise), I'd like to suggest you turn on 'use gateway to handle cloudy data source' option to allow the gateway to manage whole datasets.
Notice: mixed dataset contains two types of datasources, if you only configure one datasource on your gateway, it not able to refresh due to configured data source not match with your report used.
Merge or append on-premises and cloud data sources
If turn on that option does not helps, please share more detailed information to help us clarify your scenario.
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Regards,
Xiaoxin Sheng