Embedding report with multiple datasets(direct queries)

Hi,

Is it possible to embed a report with multiple datasets in direct query mode? the datasets and dataflows are located in 2 other workspaces with PPU licenses while the report is located in a third PPU workspace?

we are using the Microsoft sample code here

The error we're getting is :
"value": "Operation returned an invalid status code 'BadRequest' _ {\"error\":{\"code\":\"InvalidRequest\",\"message\":\"Cannot connect to
dataset xxxxxxxx with embed token because XMLA permissions are off\"}}"

How is the xmla related to this? any ideas on how to solve this