This is till broken in powerbi gov...
Specifically we cannot display visual for anything even in the portal when using direct query through a gateway to SQL VM's in Azure. The gateways are all showing a good connection to the servers, but we get issues when we try to get the report to connect to the data. (We do have the firewall rules in place, else we would not see the gateways). This was working fine in the portal and embedded in our app prior to our move to PowerBiGOV.
It's still working as expected over here. I think you'll have to submit a support ticket for them to investigate. The support ticket # I had last time was 118042318053858 but I'm not sure if this is related. Either way, might it help them.
I am facing the same issue again. I am using Direct Query and the source is Azure SQL Database.
For some visuals it works fine, but for others, it shows error 'couldn't retrieve the data for this visual. please try again later.'
Could someone please help me out?