Hello @Andy_M!
This error (444) usually gets invoked because of bad user/login credentials or the network IP address has not been whitelisted within Atlas. Because you stated that it worked in Power BI Desktop (you are saying you in the same spot that Royce was?), I am wondering if you need to whitelist the server IP where you have installed the power BI Gateway.
Let me know if you need any guidance on opening up the network access within Atlas. Or if you want some tips on proving out connection. I usually guide users to try to connect to the federated database via Compass or Mongo SH. I can assist you if needed.
Best,
Alexi