Help on filtering/loading a large data set!

[ps1982]

Scenario: PBI Service report with about 3 million rows, works fine if not a little laggy at times. The problem is, I need to join in another data set to the report now that will contain about 300 million rows (called Activity). I only want to see the data from these rows when I drill through from on an Order ID to view the Activity data. 

I did look at using a paginated report for the Activity data and the paginated report visual - but one of the fields in the activity data is a link to a file (based locally) - but the link doesn't work on a paginated report via PBI Service. The link just opens as "https://paginated-reports.powerbi.com/#" rather than the actual link. It works fine in PBI RS and it works fine in PBI Service but not through a paginated report, oddly, so I gave up on that idea. 

I think my head is a bit scrambled from various things today - but is there a way of using Direct Query on the Activity data so it only pulls in the data/runs the query when drilling through on the Order ID and only pulls back data for that Order ID?