Power BI service gateway on Managed instance in sql server

Hi,

We have reports set up with data in databases in a managed instance in SSMS.
For the refreshes from power bi service we have a gateway. We noticed some problems once we tried to refresh reports with data with different databases, with separate gateways.

They show the gateway connection works, after putting in the right credentials.

Then however when we try to refresh we get an error message, saying we lack the credentials to connect.

Any idea why this might be happening? or what we should check?

It should be perfectly possible to have report with two different gateways (to different databases)?

thanks in advance!