It was the one I was always using. Problem lies with the fact that there was not set a firewall rule for the Gateway. Once I granted access to the database for the specific IP Address the problem was solved. I only got the IP Adress by using the PowerBI-CLI.
[ powerbi ] {"error":{"code":"DM_GWPipeline_Gateway_DataSourceAccessError","pbi.error":{"code":"DM_GWPipeline_Gateway_DataSourceAccessError","parameters":{},"details":[{"code":"DM_ErrorDetailNameCode_UnderlyingErrorCode","detail":{"type":1,"value":"-2146232060"}},{"code":"DM_ErrorDetailNameCode_UnderlyingErrorMessage","detail":{"type":1,"value":"Cannot open server 'engiep-dev-weeu-sql' requested by the login. Client with IP address 'xx.xx.xx.213' is not allowed to access the server. To enable access, use the Windows Azure Management Portal or run sp_set_firewall_rule on the master database to create a firewall rule for this IP address or address range. It may take up to five minutes for this change to take effect."}},{"code":"DM_ErrorDetailNameCode_UnderlyingHResult","detail":{"type":1,"value":"-2146232060"}},{"code":"DM_ErrorDetailNameCode_UnderlyingNativeErrorCode","detail":{"type":1,"value":"40615"}}]}}}