Power BI Report Server SharePoint Connectivity with Scheduled refresh

The following lists all the supported data sources https://docs.microsoft.com/en-us/power-bi/report-server/data-sources In terms of sharepoint document libraries only sharepoint on-prem is listed and I assume you are using Sharepoint Online. But as you've alluded to, the issue here is that Report Server only supports Windows/Basic/Anonymous authentication. It does not support the other authentication types at this time. The only work around is to move your file to a file share of some sort on your local network.