Deploy Power BI Report Server as SaaS solution

I was thinking of a possible power bi report server infrastructure deployed internally and shared with clients.

To put it simple : they access our report server, and thanks to their data they can see the dashboards we created internally.

That is to say using PBIRS as a software as a service model.

Different chalenges are present :

• authentication ?

Possible to authenticate customers if we use a combination of VPN + new records in our internal AD.

If you have an other idea, don't hesitate to discuss it further.

• access to customer's data ? Main challenge ...

The primary reason for everyone of using PBIRS is that we don't want cloud usage. 

Is there a way in such an infrastructure to connect our PBIRS internal server directly to an other customer's network on premises data sources ?

Use case is as follow :

e.g : Client -> connect to provider with VPN -> authenticate in AD with provided credentials -> connect to PBIRS

with : PBIRS on Network 1 -> connecting directly with Customer's data on Network 2