Looks like we now have four types of data sources supported by the Power BI Gateway. Please follow this link for details.
Power BI Gateway Now Supports SharePoint Online Document Library

Looks like we now have four types of data sources supported by the Power BI Gateway. Please follow this link for details.
This is great news and all, but how do you actually use one of these SharePoint Document Library data sources? I’ve tried everything I can think of but no dice.