Nested ODBC and Data Gateway

I am using a nested ODBC [ PBI --ODBC--> Access --ODBC--> Company DB ] to pull data into PBI. When I try to set up a scheduled refresh I get the following error:

Underlying error code:	-2147467259 Table: < PBI Table>.
Underlying error message:	ODBC: ERROR [HY000] [Microsoft][ODBC Microsoft Access Driver] ODBC--connection to '< Company DB >' failed.
DM_ErrorDetailNameCode_UnderlyingHResult:	-2147467259
Microsoft.Data.Mashup.ValueError.DataSourceKind:	Odbc
Microsoft.Data.Mashup.ValueError.DataSourcePath:	dbq=< File Path >;driver={Microsoft Access Driver (*.mdb, *.accdb)}
Microsoft.Data.Mashup.ValueError.Reason:	DataSource.Error
Cluster URI:	WABI-WEST-US-redirect.analysis.windows.net
Activity ID:	ad393298-bcd2-4bd5-99d9-ccf5965c49e7
Request ID:	f7a666ce-b29c-4f27-9f50-6f90a4f6b543
Time:	2018-07-20 19:38:29Z

 I imagine this is from the nested ODBC call. Is this correct? Can I make this work?