I get this message, where can i change this 1000000 limit?
You can contack with capacity admin to changing the settings.
Use this setting to control the impact of resource-intensive or poorly designed reports. When a query to a DirectQuery dataset results in a very large result from the source database, it can cause a spike in memory usage and processing overhead. This situation can lead to other users and reports running low on resources. This setting allows the capacity administrator to adjust how many rows an individual query can fetch from the data source.
Alternatively, if the capacity can support more than the one million row default, and you have a large dataset, increase this setting to fetch more rows.