Hi
Firstly, for the time that it takes to create DSN to HP Vertica, I would recommend you contact Vertica support. Once you create DSN, it would simple to connect to the DSN from Power BI Desktop. However, it depends on the amount of your data that how long it will take to completely load the data from DSN to Desktop. And do you want to mass install Power BI Desktop across many computers? If that is the case, you can consider to deploy Power BI Desktop via SCCM, for more details, please review this blog: https://blogs.msdn.microsoft.com/samlester/2016/09/30/installing-power-bi-desktop-through-sccm/ .
Secondly, it is stable, it will not affect the available features of Power BI Desktop after you connect to DSN.
Thirdly, after you import data from Vertica to Power BI Desktop, all the data are stored in Power BI Desktop file, and calculations are based on the imported data. Once you publish Power BI Desktop file to Power BI Service, Power BI manages the storage of data and metadata using Azure BLOB and Azure SQL Database.
In addition, if you have a large amount of data to import to Power BI Desktop, it may take you some time to load data to Desktop, from Power BI side, to improve performance, import data by entering SQL query to include the tables you want. And also contact Vertica support to improve Vertica ODBC performance.
Thanks,
Lydia Zhang