Error refreshing Composite model live connection to Power BI dataset

Has anyone got an answer to this from Microsoft? I'm now stuck without a solution. I get exactly the same as above. See details below. Microsoft: a workaround and/or explanation would be fine, please! I need this for an important multinational client. 

I get an error message as follows when running a refresh in the Service. It works fine in the Desktop.

COM error: Microsoft.PowerBI.AS.ConnectionDetailsProvider, Single sign-on (SSO) credential is not provided which is required to execute the current request.. A connection could not be made to the data source with the Name of
'<pii>{"protocol":"analysis-services","address":{"server":"powerbi://api.powerbi.com/v1.0/myorg/DatasetNameHere","database":"DatasetNameHere"},"authentication":null,"query":null}</pii>'

I have 3 shared datasets joined together with a UNION calculated table joining them together. Without the UNION table, it refreshes fine - there is no credential error.
I have gutted the calculation down to 2 datasets and just one CALCULATE calculation but still I get the error. Only if I have literally no calculations in the UNION will it work.

Storage Mode is mixed, ie. it's a composite table due to 3 shared datasets loaded.