Data Source Credentials Greyed out after relocating SQL Database to Online Host

[HUlm1]

I have two datasets: 1) Sharepoint online lists and 2) SQL database.  Until last week, the SQL database was based on a PC in our own premises.  I had a gateway installed and all worked fine for 3 years.  Our SQL database consultant just moved the SQL database to an online host (Hosting UK) at my request.  I connected to it just fine from PowerBi deskstop but get cannot refresh PowerBi online due to missing credentials.  Our Sharepoint consultant is baffled and our SQL database consultant is baffled.  So I'm stuck.  I thought that Gateways were for on-premises only.  

Can anyone please advise?  I'm staring into the abyss here.
Thanks