Connection to SSAS live data; A specified logon session does not exist.

Hello,

so I tried to connect SQL Server Analysis Services live data to Power BI following the documentation on https://powerbi.microsoft.com/en-us/documentation/powerbi-gateway-enterprise-manage-ssas/.

It all worked out as in the video. I could connect to the Data Source in Power BI Desktop and create visuals with data from the AS-Connection. I could publish it to the Power BI Service and the installation of the gateway worked aswell. Problem is that everytime I open the report it looks like this. „There was a data source access error. Please contact the gateway administrator“

When I refresh the report, the error disappears, but the visuals are not filled with any data.

When go to Settings->Manage gateways I get the „all good messages“ on the data source and the connection:

Refreshing the datasets works aswell

The only "real" error message I get is, when I try to Get Data->Databases->SQL Server Analysis Services->Connect->click on Data Source. There I get:

Something went wrong

Technical details:

Activity ID: 26f11d41-5d42-47ef-bae6-f073ded48513

Request ID: 7d592a92-cba9-ffe9-6513-0d47c08d1aea

Date: 2017-08-18 08:47:03Z (UTC)

Error text: Systemfehler: Eine angegebene Anmeldesitzung ist nicht vorhanden. Sie wurde gegebenenfalls bereits beendet. (translates to: System error: A specified logon session does not exist. Maybe it has already been terminated.)

Cluster URI: https://wabi-europe-north-b-redirect.analysis.windows.net

What am I doing wrong or what am I missing? How to solve this error?