Getting SharePoint List items with full history version?

Hi harsh_bi_dev ,

I think the problem is related to the fact that you used a Gateway to connect your data source; since the data is in the Cloud, a Gateway is not required, as reported in the Microsoft documentation:

https://docs.microsoft.com/en-us/power-bi/connect-data/service-gateway-onprem 

In order to connect my Sharepoint Online List, I followed this documentation:

https://docs.microsoft.com/en-us/power-bi/connect-data/desktop-sharepoint-online-list 

After that, I've published my Power BI into my workspace wollofing this documentation:

https://docs.microsoft.com/en-us/power-bi/create-reports/desktop-upload-desktop-files

Once you've published your Power BI in your workspace, you need to follow these simple steps:

1) open the settings of the Dataset (data source) published in the workspace

2) From the "Data Source Credentials" section, click "Edit Credential" related to the "Web" data source

3) Set the "Web" access settings as shown in the image 

Hope this may help you.

Bye!