In Power BI Desktop I have successfully pulled in an XML response using a Web.Contents call and setting my Authorization and Content headers. In order to make a POST call you have to set Content correctly and pass the arguments in the body of the request. Once you do this, Power BI Desktop requires you to change Authorization type to Anonymous.
Now when I try to setup my data gateway in Power BI Report Service the only way I can connect successfully is to use Basic Authentication as I am not aware of a way to set the Authorization Header in the Manage Gateways UI. As soon as I change to Basic Auth I can connect to the SOAP url successfully but my Dataset fails to refresh because (it has to be Anonymous to do a POST Soap call):
Then of course once I set it to Anonymous I can't do an initial successful connection with my gateway because the URL wants authentication first:
Is there anyway to get around this?