Direct Query Report Not "refreshing"

I created a report with a direct query connection to an On-Prem SQL Server.  When I refresh it on the desktop client the data will update but when I load it to the service it will say an update completed but will not display any new data.  I believe I setup the gateway correctly (using fully qualified domain and case sensitivty) and checking the gateway settings in the service everything says its able to connect and is online. I've also checked the gateway running on our server and dont see any issues there either.  If I take the same report and switch it to import mode it works fine.  Anyone have any ideas on things to check for?