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Is there a way to integrate an external webapp into Power BI in a flow where:
1. The user choose one or more visuals/datasets in his PowerBI
2. The chosen dataest or the visual's underlying data is sent to the external webapp which process it behind the scene
3. The webapp's presentation layer is embedded back into Power BI and presents the proceesed data (meaning - new visuals, insights etc)
Have a look at the XMLA endpoint discussion - that would give you access to the datasets in the form of SSAS data sources.
But keep in mind that these datasets have independent data models, so combining them into something meaningful will be pretty hard.
Theoretically you could produce a new SSAS data source and sell that back to Power BI for rendering, potentially even via Power BI Embedded.
so yes, it might be possible, but it is definitely not something the system was designed for.