Azure Analysis Services Connection to Dataflow or Datamart

Hi,

So for some reason I cant connect to Analysis Services when I'm connecting via dataflow or datamart.

As of now when I'm in the company building I can connect via "Power BI Desktop" to the Analysis Services.

Also I published report and use a gateway the team setup for me.

The issue I have is I want to create bunch of Dataflow so I can massage the data so user outside the building can still use the data.

Specially working from home.

Here are the steps I'm doing let me know if im missing anything or I need to talk to our IT team for a privilage setup or something.

So I go to the Workspace > New > Dataflow

Then I select

Then input the credentials

When i click next i get this error :

What does this mean? I google the error but I dont get any luck finding a solution.

Thanks

Chris