Issues connecting Report Server (on DMZ) to SSAS cube (on local LAN)

Hi all,

I have a client that hs the following requirements:

- Enable external users to connect to their DMZ and show them Power BI reports

- Implement Row Level Security for those users

- Load the data from an internal SSAS cube

I'm trying to configure the following architecture in order to achieve this, but I'm having two problems I can't solve and I'm starting to think this architecture is not actually possible.

The issues I have are:

1. Can't manage to allow Report Server (DMZ) to connect to the cube (internal LAN).
   
2. Can't manage to configure Row Level Security on Power BI

1- When I create the report on Power BI and connect to SSAS, I don't have any option regarding the authentication method, so I assume it uses windows authentication, which works inside the LAN, but when I save the report to the Report Server on the DMZ (outside the domain) it doesn't work anymore.

Is it possible to connect to SSAS using a non domain user? I don't see any option.

2- When I talked to Microsoft support they told me that in this architecture I would need to implement Row Level Security on the Power BI side, but when I edit the report on Power BI (connected to SSAS), the "manage roles" option is greyed out and I cant configure any security. 

Thanks for any help you can provide!

If this architecture is not possible, I would like to know which would be the recommended solution in order to meet my client's requirements.

Thanks!

Juan Manuel