DirectQuery w. Oracle: An invalid connection string has at least one of the passed arguments

I have published a report that uses DirectQuery against an Oracle database. I also have a Power BI Gateway set up.

All my normal reports work using the Gateway, but the Direct Query one causes this error:

"An invalid connection string has at least one of the passed arguments which does not meet the parameter specification"

The Gateway logs contain this error:

"Non-gateway exception encountered in activity scope: System.ArgumentException: Unable to find the requested .Net Framework Data Provider. It may not be installed."

Oracle database is v. 12.

Gateway is version 30000.8.452 (August 2019)
It is running on a virtual pc with Windows Server 2016.

Gateway pc has Oracle ODAC client 12.2.0.1.0 (32 bit)

I have looked in the GAC and neither Oracle.ManagedDataAccess.dll nor Oracle.DataAccess.dll is installed. Also, neither machine.config files (32- and 64 bit) contain a DbProvider reference to these dlls.
However, all the normal Import reports are working fine despite of this.

What I have tried:

Upgrading Power BI Gateway to newest version

Installing Oracle.ManagedDataAccess.dll into the GAC, and updating machine.config with a DbProvider reference
Installing Oracle Client 19 and removing Oracle Client 12

I have spent several days on this problem but the error never changes.