Data Gateway can't connect to MSSQL in Azure VM

[psenyu]

2 VMs have been created in Azure. One for Data Gateway and other for MSSQL with SSAS. We manage to connect to PowerBI account with Data Gateway successfully. But when we try to create the data source  that connect to MSSQL, it failed with following message.  

Unable to connect: We encountered an error while trying to connect to fxposSQLServer. Details: "We could not register this data source for all gateway instances within this cluster. Please find more details below about specific errors for each gateway instance

Here are the error messages that we manage to capture in the Logs

DM.EnterpriseGateway Information: 0 : 2018-01-17T20:08:06.3349576Z DM.EnterpriseGateway 00000000-0000-0000-0000-000000000000 00000000-0000-0000-0000-000000000000 0000 00000000-0000-0000-0000-000000000000 5C0CF1DA [DM.GatewayCore] ServiceEndpoint Connection status: Connecting, LastError: 'System.ServiceModel.CommunicationException: The connection to the connect service was lost. ---> Microsoft.ServiceBus.ConnectionLostException: The connection to the connect service was lost.
--- End of inner exception stack trace ---'
DM.EnterpriseGateway Information: 0 : 2018-01-17T20:08:08.4467263Z DM.EnterpriseGateway 00000000-0000-0000-0000-000000000000 00000000-0000-0000-0000-000000000000 0000 00000000-0000-0000-0000-000000000000 0756374B [DM.GatewayCore] ServiceEndpoint Connection status: Online, LastError: ''

[v-jiascu-msft]

Hi @psenyu,

Can you access the SSAS from the other VM? Please check the firewall and network settings. Why not installing the Data gateway in the SSAS Server?

Best Regards,

Dale

[psenyu]

We have created a data link (udl) file at data gateway server and testing the connect to a sql server. The connection from Data gateway to MSSQL is working fine. Meanwhile, we check the healthy of the On-Premise data gateway at the Power BI Web dashboard, it indicates it is ready to connect. Also, we have created a physical servers to test it with our on premise database and it is work well. Therefore, we believe the installation procedures are correct 

Currently, all the outbound traffic for Azure VM are allowed. Any other logs and tools that we can used for troubleshooting the issue? Kindly advice