DirectQuery for Power BI datasets and Analysis Services: Connection Error

Part 1: Error Details after trying to add a live connection to a dataset after creating a local model:

Feedback Type:
Frown (Error)
Error Message:
We couldn't connect to your Analysis Services database. Double-check that your server and database names are correct, and make sure you have permission to access them.
Error Message Detail:
Bad Request 

Technical Details: 
RootActivityId: 8d8dba2e-4c1a-4f50-a68e-b0375e4bac61 
Date (UTC): 12/21/2020 7:58:11 PM
Stack Trace:
at Microsoft.PowerBI.ReportingServicesHost.LocalReportProcessingHost.ExecuteSchemaCommand[T](ExploreHostDataSourceInfo dataSourceInfo, IDbConnectionPool connectionPool, IConnectionFactory connectionFactory, IConnectionUserImpersonator connectionUserImpersonator, QueryExecutionOptionsBase queryExecutionOptions, ITelemetryService telemetryService, Func`2 action, String failTelemetryMessage, ServiceErrorStatusCode statusCode, ExploreBaseEvent exploreEvent)
at Microsoft.PowerBI.ReportingServicesHost.LocalReportProcessingHost.<>c__DisplayClass9_0.<GetModelMetadata>b__1(ExploreBaseEvent timedEvent)
at Microsoft.PowerBI.ReportingServicesHost.ExploreTelemetryService.<>c__DisplayClass4_0`1.<RunInActivity>b__0(ExploreBaseEvent activity)
at Microsoft.PowerBI.ReportingServicesHost.ExploreTelemetryService.RunInActivity(String activityName, Action`1 action)
at Microsoft.PowerBI.ReportingServicesHost.ExploreTelemetryService.RunInActivity[T](String activityName, Func`2 action)
at Microsoft.PowerBI.ReportingServicesHost.LocalReportProcessingHost.GetModelMetadata(ExploreHostDataSourceInfo dataSourceInfo, IDbConnectionPool connectionPool, IConnectionFactory connectionFactory, String modelMetadataVersion, QueryExecutionOptionsBase queryExecutionOptions, IConnectionUserImpersonator connectionUserImpersonator, ITelemetryService telemetryService)
at Microsoft.PowerBI.ReportingServicesHost.ReportingSession.GetModel(String dataSourceName, String modelMetadataVersion)
at Microsoft.PowerBI.ReportingServicesHost.ReportingSession.GetModelAsStream(String dataSourceName, String modelMetadataVersion)
at Microsoft.PowerBI.ReportingServicesHost.ReportingSession.GetConceptualSchema(String modelMetadataVersion, ParseConceptualSchema parse, ModelDaxCapabilities& capabilities)
at Microsoft.PowerBI.ExploreHost.Utils.ExploreHostUtils.GetConceptualSchemaImpl(IPowerViewHandler powerViewHandler, String databaseID, String maxModelMetadataVersion, ModelDaxCapabilities& capabilities)
at Microsoft.PowerBI.ExploreHost.Utils.ExploreHostUtils.HandleModelRetrievalExceptions[T](Func`1 wrappedCall, String databaseID, ServiceErrorStatusCode statusCode, FeatureSwitches featureSwitches)
at Microsoft.PowerBI.ExploreHost.Utils.ExploreHostUtils.GetConceptualSchemaAndHandleExceptions(IPowerViewHandler powerViewHandler, String databaseID, String maxModelMetadataVersion, ModelDaxCapabilities& daxCapabilities)
at Microsoft.PowerBI.ExploreHost.ExploreClient.GetConceptualSchema(String databaseID, String maxModelMetadataVersion)
at Microsoft.PowerBI.Client.Windows.AnalysisServices.AnalysisServicesDatabaseHelper.GetRemoteAnalysisServicesConceptualSchema(String connectionString, String databaseName)
at Microsoft.PowerBI.Client.Windows.PowerBIDataImporter.IsCompositeModelsDiscouragedOnAnalysisServicesServer(ILiveConnectionProperties connectionProperties)
at Microsoft.PowerBI.Client.Windows.PowerBIDataImporter.CreateAnalysisServicesConnection(ILiveConnectionProperties connectionProperties, AnalysisServicesConnectionMode connectionMode, Boolean addToFormulaHistory)
at Microsoft.PowerBI.Client.Windows.PowerBIDataImporter.ValidateAndCreateAnalysisServicesConnection(ILiveConnectionProperties connectionProperties, Boolean addToFormulaHistory)
at Microsoft.PowerBI.Client.Windows.PowerBIDataImporter.<>c__DisplayClass21_0.<<AddPowerBIDataSetSource>b__0>d.MoveNext()
--- End of stack trace from previous location where exception was thrown ---
at System.Runtime.ExceptionServices.ExceptionDispatchInfo.Throw()
at System.Runtime.CompilerServices.TaskAwaiter.HandleNonSuccessAndDebuggerNotification(Task task)
at Microsoft.PowerBI.Client.Windows.IExceptionHandlerExtensions.<HandleAwaitableAsyncExceptions>d__1.MoveNext()
Stack Trace Message:
An error occurred while loading the model. Verify that the connection information is correct and that you have permissions to access the data source.
Invocation Stack Trace:
at Microsoft.Mashup.Host.Document.ExceptionExtensions.GetCurrentInvocationStackTrace()
at Microsoft.Mashup.Client.UI.Shared.StackTraceInfo..ctor(String exceptionStackTrace, String invocationStackTrace, String exceptionMessage)
at Microsoft.PowerBI.Client.Windows.Telemetry.PowerBIUserFeedbackServices.GetStackTraceInfo(Exception e)
at Microsoft.PowerBI.Client.Windows.Telemetry.PowerBIUserFeedbackServices.ReportException(IWindowHandle activeWindow, IUIHost uiHost, FeedbackPackageInfo feedbackPackageInfo, Exception e, Boolean useGDICapture)
at Microsoft.Mashup.Client.UI.Shared.UnexpectedExceptionHandler.<>c__DisplayClass15_0.<HandleException>b__0()
at Microsoft.Mashup.Client.UI.Shared.UnexpectedExceptionHandler.HandleException(Exception e)
at Microsoft.PowerBI.Client.Windows.Utilities.UIBlockingAwareExceptionHandler.HandleException(Exception e)
at Microsoft.PowerBI.Client.Windows.IExceptionHandlerExtensions.<HandleAwaitableAsyncExceptions>d__1.MoveNext()
at System.Threading.ExecutionContext.RunInternal(ExecutionContext executionContext, ContextCallback callback, Object state, Boolean preserveSyncCtx)
at System.Threading.ExecutionContext.Run(ExecutionContext executionContext, ContextCallback callback, Object state, Boolean preserveSyncCtx)
at System.Runtime.CompilerServices.AsyncMethodBuilderCore.MoveNextRunner.Run()
at System.Threading.Tasks.AwaitTaskContinuation.RunCallback(ContextCallback callback, Object state, Task& currentTask)
at System.Threading.Tasks.Task.FinishContinuations()
at System.Threading.Tasks.Task.Finish(Boolean bUserDelegateExecuted)
at System.Threading.Tasks.Task`1.TrySetException(Object exceptionObject)
at System.Runtime.CompilerServices.AsyncTaskMethodBuilder`1.SetException(Exception exception)
at Microsoft.PowerBI.Client.Windows.PowerBIDataImporter.<>c__DisplayClass21_0.<<AddPowerBIDataSetSource>b__0>d.MoveNext()
at System.Threading.ExecutionContext.RunInternal(ExecutionContext executionContext, ContextCallback callback, Object state, Boolean preserveSyncCtx)
at System.Threading.ExecutionContext.Run(ExecutionContext executionContext, ContextCallback callback, Object state, Boolean preserveSyncCtx)
at System.Runtime.CompilerServices.AsyncMethodBuilderCore.MoveNextRunner.Run()
at System.Threading.Tasks.AwaitTaskContinuation.RunCallback(ContextCallback callback, Object state, Task& currentTask)
at System.Threading.Tasks.Task.FinishContinuations()
at System.Threading.Tasks.Task`1.TrySetResult(TResult result)
at System.Runtime.CompilerServices.AsyncTaskMethodBuilder`1.SetResult(TResult result)
at Microsoft.PowerBI.Client.Windows.LiveConnectHelpers.PowerBIService.PowerBIServiceConnector.<ConnectToPowerBIService>d__10.MoveNext()
at System.Threading.ExecutionContext.RunInternal(ExecutionContext executionContext, ContextCallback callback, Object state, Boolean preserveSyncCtx)
at System.Threading.ExecutionContext.Run(ExecutionContext executionContext, ContextCallback callback, Object state, Boolean preserveSyncCtx)
at System.Runtime.CompilerServices.AsyncMethodBuilderCore.MoveNextRunner.Run()
at System.Threading.Tasks.AwaitTaskContinuation.RunCallback(ContextCallback callback, Object state, Task& currentTask)
at System.Threading.Tasks.Task.FinishContinuations()
at System.Threading.Tasks.Task`1.TrySetResult(TResult result)
at System.Runtime.CompilerServices.AsyncTaskMethodBuilder`1.SetResult(TResult result)
at Microsoft.PowerBI.Client.Windows.Services.AuthenticationUIHandler.<TrySignInAsync>d__11.MoveNext()
at System.Threading.ExecutionContext.RunInternal(ExecutionContext executionContext, ContextCallback callback, Object state, Boolean preserveSyncCtx)
at System.Threading.ExecutionContext.Run(ExecutionContext executionContext, ContextCallback callback, Object state, Boolean preserveSyncCtx)
at System.Runtime.CompilerServices.AsyncMethodBuilderCore.MoveNextRunner.Run()
at System.Threading.Tasks.AwaitTaskContinuation.RunCallback(ContextCallback callback, Object state, Task& currentTask)
at System.Threading.Tasks.Task.FinishContinuations()
at System.Threading.Tasks.Task`1.TrySetResult(TResult result)
at System.Runtime.CompilerServices.AsyncTaskMethodBuilder`1.SetResult(TResult result)
at Microsoft.PowerBI.Client.Windows.Services.AuthenticationUIHandler.<SignInAsync>d__10.MoveNext()
at System.Threading.ExecutionContext.RunInternal(ExecutionContext executionContext, ContextCallback callback, Object state, Boolean preserveSyncCtx)
at System.Threading.ExecutionContext.Run(ExecutionContext executionContext, ContextCallback callback, Object state, Boolean preserveSyncCtx)
at System.Runtime.CompilerServices.AsyncMethodBuilderCore.MoveNextRunner.Run()
at System.Threading.Tasks.AwaitTaskContinuation.RunCallback(ContextCallback callback, Object state, Task& currentTask)
at System.Threading.Tasks.Task.FinishContinuations()
at System.Threading.Tasks.Task`1.TrySetResult(TResult result)
at System.Runtime.CompilerServices.AsyncTaskMethodBuilder`1.SetResult(TResult result)
at Microsoft.PowerBI.Client.Windows.PowerBIService.AuthenticationManager.<SignInInternalAsync>d__47.MoveNext()
at System.Threading.ExecutionContext.RunInternal(ExecutionContext executionContext, ContextCallback callback, Object state, Boolean preserveSyncCtx)
at System.Threading.ExecutionContext.Run(ExecutionContext executionContext, ContextCallback callback, Object state, Boolean preserveSyncCtx)
at System.Runtime.CompilerServices.AsyncMethodBuilderCore.MoveNextRunner.Run()
at System.Threading.Tasks.AwaitTaskContinuation.RunCallback(ContextCallback callback, Object state, Task& currentTask)
at System.Threading.Tasks.Task.FinishContinuations()
at System.Threading.Tasks.Task`1.TrySetResult(TResult result)
at System.Runtime.CompilerServices.AsyncTaskMethodBuilder`1.SetResult(TResult result)
at Microsoft.PowerBI.Client.Windows.SemaphoreSlimScope.<WaitAsync>d__5.MoveNext()
at System.Threading.ExecutionContext.RunInternal(ExecutionContext executionContext, ContextCallback callback, Object state, Boolean preserveSyncCtx)
at System.Threading.ExecutionContext.Run(ExecutionContext executionContext, ContextCallback callback, Object state, Boolean preserveSyncCtx)
at System.Runtime.CompilerServices.AsyncMethodBuilderCore.MoveNextRunner.Run()
at System.RuntimeMethodHandle.InvokeMethod(Object target, Object[] arguments, Signature sig, Boolean constructor)
at System.Reflection.RuntimeMethodInfo.UnsafeInvokeInternal(Object obj, Object[] parameters, Object[] arguments)
at System.Delegate.DynamicInvokeImpl(Object[] args)
at System.Windows.Forms.Control.InvokeMarshaledCallbackDo(ThreadMethodEntry tme)
at System.Windows.Forms.Control.InvokeMarshaledCallbackHelper(Object obj)
at System.Threading.ExecutionContext.RunInternal(ExecutionContext executionContext, ContextCallback callback, Object state, Boolean preserveSyncCtx)
at System.Threading.ExecutionContext.Run(ExecutionContext executionContext, ContextCallback callback, Object state, Boolean preserveSyncCtx)
at System.Threading.ExecutionContext.Run(ExecutionContext executionContext, ContextCallback callback, Object state)
at System.Windows.Forms.Control.InvokeMarshaledCallback(ThreadMethodEntry tme)
at System.Windows.Forms.Control.InvokeMarshaledCallbacks()
at System.Windows.Forms.Control.WndProc(Message& m)
at System.Windows.Forms.NativeWindow.Callback(IntPtr hWnd, Int32 msg, IntPtr wparam, IntPtr lparam)
at System.Windows.Forms.UnsafeNativeMethods.DispatchMessageW(MSG& msg)
at System.Windows.Forms.UnsafeNativeMethods.DispatchMessageW(MSG& msg)
at System.Windows.Forms.Application.ComponentManager.System.Windows.Forms.UnsafeNativeMethods.IMsoComponentManager.FPushMessageLoop(IntPtr dwComponentID, Int32 reason, Int32 pvLoopData)
at System.Windows.Forms.Application.ThreadContext.RunMessageLoopInner(Int32 reason, ApplicationContext context)
at System.Windows.Forms.Application.ThreadContext.RunMessageLoop(Int32 reason, ApplicationContext context)
at System.Windows.Forms.Form.ShowDialog(IWin32Window owner)
at Microsoft.Mashup.Client.UI.Shared.WindowManager.ShowModal[T](T dialog, Func`1 showModalFunction)
at Microsoft.PowerBI.Client.Program.<>c__DisplayClass4_0.<Main>b__1()
at Microsoft.PowerBI.Client.Windows.IExceptionHandlerExtensions.<>c__DisplayClass3_0.<HandleExceptionsWithNestedTasks>b__0()
at Microsoft.Mashup.Host.Document.ExceptionHandlerExtensions.HandleExceptions(IExceptionHandler exceptionHandler, Action action)
at Microsoft.PowerBI.Client.Program.Main(String[] args)