Unless you are working on premise – i.e., on the same network you have to specify the full domain name. i.e., MyServer.MyDomain.xxx. when designing on PowerBI Desktop on your local machine.
If you are on premise – inside of a work environment then you only need to specify the server name (unless you have a complicated network) i.e., MyServer (Not fully qualified)
When you use a gateway the datasource expects an exact match to the server name but in the case mentioned above you have a mismatch:
MyServer.MyDomain.xxx vs. MyServer
This does not allow for the gateway to be recognized by the dataset.
A workaround is to add an entry to your local computer hosts file (where you work with PowerBI Desktop) with the ip address linking to the servername:
xxx.xxx.xxx.xxx MyServer
Then in PowerBI Desktop point to the MyServer (not fully qualified) and reupload. Now it will be a perfect match in the dataset to the gateway datasource.
