Daisy chaining two PBI gateways?

No. the gateway in the destination tenant would need a VPN tunnel to the source tenant directly to the SQL Server, or you would need to replicate the data from the source tenant the destination tenant (SQL Server replication) then let the gateway connect there.

Or, you'd need a gateway in the source tenant (the Enterprise Gateway installed on a machine) that was registered as a gateway in the destination tenant. That might be the best. Restrict it to as few admins and users for that data source as possible.

Gateways are used by Power BI Service to retrieve data from inside a firewall and handle refreshes. You can't connect to another gateway, and only Power BI can connect to a gateway.