How to use 2 pbix files as source databases?

Yes you could. You will have at the end a flow like this: Original Files > Dataflow > Dataset. Only constraint is that you should have a Premium Workspace, a Pro Licenser or Premium Per User to create a dataflow.

Hi, Anonymous 

Connecting PowerBI datasets with direct query allows you to connect multiple datasets.

in Power BI Desktop go to File > Options and settings > Options, and in the Preview features section, select the DirectQuery for Power BI datasets and Analysis Services checkbox to enable this preview feature.

Sample:

See the links below for more information

https://docs.microsoft.com/en-us/power-bi/connect-data/desktop-directquery-datasets-azure-analysis-services

Hope this helps.

Best Regards,
Community Support Team _ Zeon Zheng
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