Single database within a single data source limitation still exist?

Hi BenBlackswan 

You can connect the different data source by using direct query mode, but it will have some reminders, you can refer to the following picture.

The different data sourses by using direct query mode named composite model, you can refer to the following link about it.

https://learn.microsoft.com/en-us/power-bi/transform-model/desktop-composite-models#use-composite-models

Best Regards!

Yolo Zhu

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