REST API ExportToFileInGroup: unable to export report with Direct Query datasets

Hi everyone,

From the method documentation here, the following is stated:

All related datasets in the report you're exporting must reside on a Premium or Embedded capacity, including datasets with a Direct Query connection.

I tried on two reports with Direct Query datasets connections and got the following error message: 

Couldn't Find Dataset Id".

I tried to use the effectiveIdentity.datasets or datasetToBind parameters in the body, but it did not help.

All the datasets I am using are parts of Premium backed capacities, and my service principal is member of each of the workspaces containing the reports and the datasets used by the reports.

Has anyone managed to export from a report that has (a) Direct Query dataset connection(s) ?

I think this post states a similar issue, but not stating something specific regarding Direct Query dataset connections.

https://powerusers.microsoft.com/t5/Building-Flows/quot-Couldn-t-Find-Dataset-Id-quot-Error-for-Export-To-File-for/td-p/1794387