My data is in a SQLServer database on a virtual machine in an Azure environment (so 'regular' SQL Server on an Azure box, not Azure SQL Database). I connect to it from PowerBI, from PowerApps direct, and from Flows, mainly to call stored procedures from PowerApps.
At the moment we make all connections via an On Premises Gateway located on another VM in the same Azure environment. Do we actually need to do this, or can/should we connect direct?
I must admit I can't now remember why we set up the Gateway - there was definitely a good reason at the time (possibly the PowerBI connections), and it all works nicely. But now if, as it seems, using a Gateway is classed alongside Premium Connectors and is going to cost more, we need to review this.