We are currently using msmdpump.dll to connect to SQL Server Analysis Services over HTTPS, using standard domain authentication. Users are primarily accessing Analysis Services through Excel. Analysis Services is running on a different domain to the end users so they have specific credentials for this which they need to enter manually for each connection. This is all working fine but the user experience of manually entering username/password each time is not great. To make it more seamless we would like to authenticate users using OAuth.
I believe it should be fairly straightforward to implement an OAuth wrapper around msmdpump.dll using something like this, but the challenge is how to get Excel to authenticate with OAuth instead of just attempting Windows or Basic authentication.
I can see that Excel does at least support an OAuth authentication flow for Analysis Services connections to Power BI. For example, if I attempt a connection like the one below (obviously this is invalid, but it demonstrates the auth functionality at least), it will show a nice popup for me to authenticate with a Microsoft account. My guess is it is using the protocol prefix to work out which auth flow is relevant.
So my question is, is it possible to force / trick / configure Excel to use a similar authentication flow for a https connection like the one below:
I expect it is a long shot, but the fact that it works for Power BI connections gives me some hope it might be possible somehow.

