Refresh Power BI Reports with data in a managed instance / access without gateway possible?

Hi everyone,

we seem to have a severe problem with the gateway configuration in PBI Service.

Our data warehouse is located in an Azure SQL Database managed instance and can be accessed from the web via public endpoint.

If we build a report based only on data from this database (no matter whether in direct query or import move) we don't have to use a gateway:

In the tab "Data Source Credentials" I can then choose OAuth2 as authentification method, which is a requirement in our company and the refresh works instantly, even using the security profile of the report viewer in the database and thus providing data source based row level security.

However, things change, when I combine the cloud data source with a different on-premise data source.

Now, i have to provide a gateway information for every single data source, also for the one located in the cloud.

Unfortunately, when I try to define that data source in the gateway, there is no OAuth2 authentification method any more. Instead I only have the choice between Standard or Windows authentification method, none of which is working, because we don't use local named users in the SQL Server database.