Nestedjoin with SQL server and Exchange kills both connections

Hi!

I have run into a very irriating issue that I hope someone might be able to help me with. I have two data sources, exchange online where I download some mail and one sql server table. Both works perfectly, I connect directly to Exchange through the cloud and the sql server through the Gateway. 

However when I try to merge the querys in Power Query I run into trouble. I do a check in the SQL-table if the current ID from the mail exist or not. Everything works perfectly in the local file. 

When I upload the file to the Power BI Service I cannot connect anymore to either the SQL server or Exchange. When I look under data source credentials it seems that Power BI Service think I need a gateway for the exchange connection aswell as I have nested the querys. And as you know there is no gateway for Exchange, and ofcourse I shouldnt be needing it either as Exchange is in the cloud already. I would probably describe this as a bug in the service. 

Now I'm stuck, does anyone have a workaround for this? I'm thinking of a workaround to download the exchange data to another sql-table and join them instead, but would like to avoid it if possible.