Users from a second AD domain cannot access PowerBI.com Reports served by server in first AD domain

All,

I appreciate if anyone could help us with this problem we are facing. I am not sure if this is a known problem that Microsoft is working on, or a problem with how we have this configured.

We have users in two windows AD domains trying to access PowerBI.com Reports that connect to a server located in one of the domains. Only users who are in the same Windows AD domain as the server seem to be able to access it.

I tried to recap the Environment and Issues below. Appreciate any help. Thank you.

ENVIROMENT  

• Two windows AD domains: DomainA, DomainB. Two-way selective trust between them.
• There is a VM in Azure in a subnet that is connected to on-premises VPN and joined to on-premises DomainA. For all intensive purposes the Azure serve is setup as if its part of the local on-premises network.
• The VM is running SQL BI 2014 with SSAS default instance and it has multi-dimensional cubes on it.
• We are using PowerBI.com to connect to the SSAS server via the Enterprise Gateway. 
• All employees are on Office 365. Some employees are using DomainA and some are using DomainB.
• Content pack is distributed to user
• Dashboards are published from server

HERE IS WHAT WORKS

• PowerBI Desktop and Excel users can access d to access data
• All users can access data via Excel to SSAS data cubes, without any issues
• Users in DomainA can access data via PowerBI desktop utilizing enterprise gateway as the source

HERE IS WHAT DOESNT WORK

• Users on DomainB cannot access data via PowerBI Desktop to SSAS server that is joined to DomainA.
• Users on DomainB receive below error when they try to acces the Report on PowerBI.com that accesses the SSAS server that is joined to DomainA.