This is due to a change that was facilitated by Chrome last year. As of Chrome version 80, a fundamental change was made in the way that cross-domain cookies are handled in iFrames (which is what Dundas BI and most web apps do in an embedded situation like this). Essentially, cross-domain cookies now must have both the SameSite property be equal to “None” and Secure (HTTPS) property to be on. As such, embedding on an HTTP site and/or using an HTTP Dundas server is no longer possible – they must be hosted on an HTTPS server with valid SSL certificates. This applies to Google Chrome v80 and above as well as any browser based off Chromium v80 and above, like the new Microsoft Edge.
So in essence – you will need to host both your Dundas instance and the application you’re embedding it in on HTTPS to get it to work.