Direct Query Data Flow other workspace

I have moved part of my dataset from import from database to pull data from a dataflow, but when I use the direct query method is works in PBI Desktop however once it is published to the Premium Workspace I am getting this error when opening the report 

The DataFlow is in a different Premium Workspace that I am admin of.

There is no gateway to access the data source Extension. 

I checked the gateway settings on the model and when i pick the personal gateway that is running for this i get this errror also "

Something went wrong

Failed to use the selected gateway. Please make sure the gateway is up and running and try again."

When I publish a version that is 100% import from the dataflow, no issues and refresh works as expected with same personal gateway.

Can any one advise me why this is happening?

Also I am ProUser with premium workspace & gateway admin per AD groups but not part of the Tenent Admin group, thinking this may be some of the issues.