Cannot connect from PowerBI to Azure oData service

Hi!

Case

We would like to connect from PowerBI to the Dynamics NAV environment on the Virtual VM using oData.

When we try to connect from Excel PowerPivot, we can extract data via the Odata. When we try the same from Office365 we receive the message that our username or password are incorrect. 

We know for sure that the username and password is correct, because we use the same when we connect from Excel.

The Gateway is correctly installed and the key is correct.

We have also tried this with the new PowerBI, same results.

Architecture

Office 365 with PowerBI

Azure Virtual Machine with Dynamics NAV and Odata webserivces.

Hope to hear from you.

Kind regards,

Nick Mittelmeijer