I have been successful in connecting to a public hosted service from our AGOL Enterprise Account via Power Bi.
I used these steps: https://resource.esriuk.com/blog/how-to-use-arcgis-with-power-bi/
I can connect to that service when its secured if I bake in a Token to the URL. But that would require me to do so every time I wanted to run the Power Bi query.
I need to find a way to dynamically grab a token each time. 'Is there anyone out there' that may have done this and can shed some light on how to request a token from PowerBi or some other way... I would be appreciative.