mixed source dataset

Hi all,

I created a dataset to be used by the business, but a few people would like to add some excel files to their pbix file.
When we try creating a table or add an excel sheet on the pbix file which is using the live connection to main dataset, we get the windown below, and if we click on "add a local model", and submit the tables, we are able to create the desired report.

But when the report is published we get the error below. Does it mean, it's not possible? 
I don't use gateway for the main dataset as the datasource is no cloud. 

What needs to be done for the business to use my main dataset with their excel files added to it?

Many thanks!