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Hi,
I'm getting the following error:
Hi @luisb,
Currently, enterprise gateway connection to on-premises SQL Server database is not supported with Power BI embedded. Regarding to this issue, you can vote it in this existing idea: https://ideas.powerbi.com/forums/265200-power-bi-ideas/suggestions/13439685-support-other-data-sourc... .
In your scenario, as a workaround, you can migrate data from on-premises SQL Server database to Azure SQL database, then work with Power BI embedded.
There is also a similar thread for your reference.
https://community.powerbi.com/t5/Developer/PowerBI-Embedded-problem-with-Enterprise-Gateway/td-p/372...
Thanks,
Lydia Zhang