Dynamic Connection & Query Execution Across Multiple Databases in Azure SQL Server

Hi  sevenhills ,

Power BI does not support fully dynamic connections (like switching database names via functions) for Azure SQL Databases. this is indeed a known and commonly encountered limitation in Power BI when working with dynamic data source references for cloud-based sources.

However, since this behavior is by design due to security and privacy considerations in the cloud service model, it cannot be worked around natively at the moment. Power BI does not currently support dynamic data source references for cloud sources like Azure SQL Database, especially when the database or server name is parameterized within a function or passed dynamically via a table. This is a known issue.
For further reference, these Microsoft documents outline the limitation:

https://learn.microsoft.com/en-us/power-bi/connect-data/desktop-dynamic-m-query-parameters

https://learn.microsoft.com/en-us/power-bi/connect-data/refresh-data#refresh-and-dynamic-data-sources 

Above suggested workarounds can be considered as this is a known limitation. 

Best Regards,
Chaithra E.