Using a Dataflow connector with different credentials

Hi everyone, so Microsoft support have come back and have basically said that in order to do this, I either need to use an on-prem gateway .... for an Azure source... I'm not sure they fully understood the ticket, but ok. 

OR use the Dataflow Gen 2 instead of Gen 1.  I don't have a license for the Gen 2, so that isn't going to work for me and I don't know if I'll be able to get the company to pay for it.   

I have been looking at the composite models and I may have a way around it with multiple semantic models - one model for each tenant, and then combining those potentially. It won't be a 'clean' way of doing it, but I think it might just work - because I can set the credentials for each semantic model using the method GilbertQ  mentioned above - creating the creds first.