Power BI Service - Connect Gateway to Access Data in a Different Virtual Machine

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I have a virtual machine with a on-premises data gateway in order to create PBI reports. Now I want to access data from a database located in another virtual machine.

I tried in PBI Service (https://app.powerbi.com/) Settings-Manage Connections And Gateways, to create a new SQL server connection to this database but it didn't work and I suspect that it's related with the gateway.

On this other virtual machine where the DB is located, there's also already an on-premises data gateway, but it's to create reports on that virtual machine.

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Is this an answer to your question? Source (last note at the time of writing):

A semantic model can only use a single gateway connection. In other words, it is not possible to access on-premises data sources across multiple gateway connections. Accordingly, you must add all required data source definitions to the same gateway.

What you could do, is for example get this data located on machine B over with PowerAutomate using the already installed OpDG to machine A and then refresh with only one source.