Odbc.Query does not work with Direct Query option in Custom Power BI connector

Hi, 

I am trying to create my own custom connector for Presto and i was trying to pass SQL query using Odbc.Query function with Direct Query enabled but I am getting below error when i am trying to load data for reports generation.

"We couldn't connect to your DirectQuery data source or internal model. Double-check that your server and database names are correct, and that you have permission to access them. DirectQuery error: DirectQuery may not be used with this data source – please consider moving to a supported data source or upgrading the SQL Server data source to the latest available version."

Is this feature not supported for Custom connector or is it a bug on power bi side as i have tried various ways to fix it, like updating my power bi desktop to latest, run power bi desktop in admin mode, using latest presto server version but nothing works. 

Below is my code snippet. SQl query works fine for import options but it is not working for Direct Qery option.

Connect = 
            if (SQL = null) then 
                Odbc.DataSource(ConnectionString, [
                HierarchicalNavigation = true,
                HideNativeQuery = false,
                TolerateConcatOverflow = true,
                SqlCompatibleWindowsAuth = false,
                ClientConnectionPooling= true,
                SoftNumbers = true,
                SqlCapabilities = [
                    PrepareStatements = true,
                    SupportsTop = true,
                    Sql92Conformance = 8,
                    SupportsNumericLiterals = true,
                    SupportsStringLiterals = true,
                    SupportsOdbcDateLiterals = true,
                    SupportsOdbcTimeLiterals = true,
                    SupportsOdbcTimestampLiterals = true
                    ]
                ])
            else
                Odbc.Query(
                ConnectionString, 
                SQL)
    in
        Connect;

 Please reply. Thanks in advance.