To preface: everything I am doing is being done with the same machine. IP adresses in the firewall doesn't appear to be the issue.
My Problem: I have an Azure SQL database and three logins: administrator, a m2m read-write, and an m2m read-only for reporting. This is the account that I would like to connect to Azure from PBI Desktop. On my pc, I can use any of these three accounts to log in to the Azure SQL database using SSMS. In this way I have verified that the credentials are correct, and that my IP address is registered with the firewall.
In addition, both of the machine-to-machine accounts are in use in other applications (PowerApps) and so I know that they can connect from cloud apps as well. I also use the read-only user credentials as the only credentials for the Power BI gateway, and they work fine there.
When attempting to use them to log in with Power BI desktop, though, only the administrator account works. The others fail with an error "Could not authenticate with the credentials provided" (both the read-write and read-only machine-to-machine accounts). I have selected "Database Credentials", so that isn't the issue. I haven't found anyone else with this issue on any forums, since it appears that there is nothing off with my IP/Firewall setup or my credentials; PBI just doesn't want to play nice with certain user accounts.
To sum up: my IP address is allowed by Azure, and all the credentials are correct, but somehow they are disallowed by Power BI desktop, even though I can connect to the same database using other credentials, from the same computer. All three credentials work when used as gateway credentials.
Does anyone know what is going on here? Why would certain valid users be blocked from Power BI Desktop, but not from PowerApps connections to Azure, or Power BI Service connections to Azure?
You may try to go to “File –> Options and Settings –> Data Source Settings”, under “Global permissions”, select any old Azure SQL data source connections and click on clear permission. Then re-connect to Azure SQL database from Desktop.
If you still have the issue, you could have a Pro support to create a ticket in Power BI Support for further help.