Your Power Bi report needs to be in Fabric capacity workspace in order for you leverage Direct Lake mode functionality.

So you can try the path of Databricks mirroring :

Fabric mirrors Unity catalog metadata and creates OneLake shortcuts to the Delta files in ADLS; no data movement, and no Databricks cluster needs to be running because Fabric reads storage directly using credential vending from Unity catalog. You get an auto-generated read-only SQL analytics endpoint and can build a Direct Lake model over it :

Zero-ETL Integration: Mirroring Databricks Unity Catalog in Microsoft Fabric | by Yasar Kocyigit | M...

Based on what I remember Unity catalog permissions do not carry across. Mirroring replicates metadata and file pointers, not ACLs, so Fabric becomes a second, independently-administered security perimeter. Column masks, row filters and dynamic views in UC all have to be re-authored.