I have installed the On-premises Data gateway in an Azure VM with SQL Server 2017 (developer edition).
I deployed an Azure Analysis Services model with a connection to the SQL Server in that VM - it is an In-memory model (no DirectQuery).
I used SQL Authentication for the connection.
The data source connection in the AAS model uses SQL Server Native Client as data provider.
When I try to process the AAS database (from SSMS), I always get an error:
Failed to save modifications to the server. Error returned: 'An error occurred during On-Premise Gateway related activity. Additional error details: DM_GWPipeline_UnknownError
Received error payload from gateway service with ID 2335465: Async operation a2b4b30a-03a8-41dc-9efb-1522aed97d24 is faulted with Microsoft.PowerBI.DataMovement.Pipeline.Diagnostics.GatewayPipelineWrapperException: Substituted: NullReferenceException:<pi>System.NullReferenceException: Object reference not set to an instance of an object.
at Microsoft.PowerBI.DataMovement.Pipeline.GatewayPipelineTelemetry.PipelineTelemetryService.ExecuteInActivity[T](PipelineActivityType pipelineActivityType, Func`1 action)
My tests showed, that the processing is working, when I use the .NET data provider for SQL Server in my data source connection!
Documentation says, that SQL Native Client is supported: