This problem has driven me batty and I REALLY help someone can either help me solve it or point me towards someone who can.
Here's the problem:
When I am logging into my company's VPN environment via Cisco AnyConnect, Power BI Desktop will not "remember" my login credentials. In other words, every time I launch the application, it prompts me to sign in on the opening page. What's worse is that when I try, I get the "Unable to Sign In. Your network requires proxy authentication. Please contact your network admin to check your authentication and firewall settings." Please note that when I am onsite at my job, this behavior doesn't occur. Rather, Power BI desktop "remembers" me and I get the opening screen displaying me, my files, atc.
Here's my inconsistent work around for when I am on VPN:
When I am in Power BI Desktop (not signed in) and the click on "Recent Data Sources" and then pick a previously made connection to a SharePoint site, I can still grab data from that site. Moreover, once I do that excercise and then click on "Sign In", the application actually accetps my credentials and I am good to go for that specific session.
There are two main problems with this work around (other than the obvious one that this isn't how the software should work).
First, that login will only work for that specific session. If I open a new file, Power BI launches a new session and I'm back to square one.
Second, that routine will not work on a report that uses another Power BI data set as its source because those files require signing in before the file will open. As a result, I can never gain access to them.
I have worked with our network guys for hours upon hours trying to figure out what is causing this issue. Because the variation occurs based on network (VPN vs not using VPN), I thought for sure that that was where the issue was. But our investigation has yielded nothing. Moreover, this is not a consistent problem across users. I am on Windows 10. My colleagues using Windows 7 seem to have much more success than I do.
The Power BI desktop version I am on is 2.59.5135.421 64-bit (June 2018).
Help me Obi Wan Kenobi, you are my only hope.
Current power bi seems not support VPN proxy authentication, you can vote below idea about similar requirement:
In addition, you can also consider to use other VPN which not use proxy authentication or support manage all httprequests.