Row Level Security with PBIE on Create Report mode and Direct Query to Azure Data Ware House

We are building web app that use PBIE. Reports will be using DirectQuery to DWH at Azure. 

We want to :

• add Row Level Security based on what user log in in application (not PBI PRO License), so user can see only data belong to its organisation. 
• allow user create custom report on web application using create mode on PBIE. Will RLS  work there too ? Do user see data belong to other tenants during report creation ?