PBI Dataflows failed connection to Azure Databricks using MS Data Gateway

Hi  kkitsara ,
Thanks again for your patience and for providing more details! I’d be happy to clarify how to check if the On-Premises Data Gateway is set up to support OAuth authentication and what configurations might be needed.

Not all data sources support OAuth passthrough when using the On-Premises Data Gateway.
Power BI Data Gateway – Supported Data Sources

If OAuth authentication is not supported for Azure Databricks via the On-Premises Data Gateway, you may need to use Personal Access Token (PAT) or Service Principal authentication instead.

Since OAuth authentication requires Azure Active Directory (AAD) login, the On-Premises Data Gateway must be able to connect to Azure AD endpoints without network restrictions.

If your organization uses a proxy, make sure the gateway is configured to work with it:
How to Configure Proxy for On-Premises Data Gateway

If this information is helpful, please “Accept it as a solution” and give a "kudos" to assist other community members in resolving similar issues more efficiently.
Thank you.