Can't get Power BI to accept windows login for sql credentials

I am trying to get Power BI to use windows logins to access our sql server connection rather than a direct sql login.  Direct sql login woks fine through the gateway.  Windows login does not.  We have a local domain at our office that our users log in under and our servers are on amazon cloud on a separate domain.  How to get amazon sql cloud domain to allow windows login credentials from an 'untrusted' domain (this is the error in power BI trace.  login is from an untrusted domain and therefore fails.  Network admin says the only way to create a true trust between those 2 domains would be to rebuild the 2 domain controllers which he obviously doesn't want to do.