I've created the same test on my own pc with a local sql server and published it. And this works fine.
Your suggestions about the credentials are probably right. Now its up to me to figure this one out.
At first I published from Desktop using the import sql feature, later I used (with a new file) the direct query option. Both using the same gateway. Can this somehow be the root of the problem?
Thanks for the help. I´ll keep this thread open for a little longer until I got it working on premise