Connection to Exchange Online Group Calendar

Hi,

I am successfully connecting to an Exchange Online Group Calendar in Power BI Desktop. The Group calendar's email address is [email protected] and I am connecting with the credentials for [email protected] who has permission to use the group calendar (as the group calendar has no password of its own, only permissions for those who can use it).

Power BI Desktop allows connection to the Group Calendar using this method and I can see all the data the calendar contains. But when I publish to the service, I am prompted to enter the Exchange credentials.

When I enter the same credentials as used in Power Bi Desktop ([email protected]), the connection fails.

 If I try to add a new connection directly in the "Manage Gateways and Connections" screen of the Service, I get the following error.

"Currently, these cloud connections are not supported by Dataflows, Dataflows Gen2, and Datamarts. To create personal cloud connections for these experiences, please use the Dataflows or Datamarts editor in "Get Data"."

Also, the authentication method drop down box is blank.

In short, the Exchange connection works in Power Bi Desktop, but not in the Service. 

Does anyone know the solution or workaround, or is a data connection to a Group Calendar not possible? Many thanks.