How to connect to Amazon Athena data from Power Query Online?

Hi Team,

I want to connect to Amazon Athena data from Power Query Online. It seems that data must be refreshed automatically with the help of on-premises data gateway. But we don't want to pay more money to rent a VM to configure data gateway. So, is there other ways to connect to Amazon Athena data from Power Query Online and refresh data automatically without on-premises data gateway? or with azure virtual network gateway?

Thanks