All good so far, but when connecting to the source I get the error below:
Hi
Where did you connect to the source then the error threw out? In Power BI Desktop or Power BI Service?
If you set the dataset to use this data gateway to connect to the SQL Server database, the error shouldn't throw out, as data source connection is successful. If you connect to the SQL database in Power BI Desktop, it doesn't require data gateway. You need to verify if you use the Windows Authentication or SQL Authentication, with corresponding credential entered.
By the way, I don't suggest you use "." as server name in data gateway, please change it to actual server name. But make sure Server and database name match between Power BI Desktop and the data source within the on-premises data gateway gateway.
Best Regards,
Qiuyun Yu