3568565 - Is it possible to create a Live Data Connection on SAC with Message Server as load balancer?

While trying to create a Live Data Connection type Direct to BW or BW/4HANA in SAP Analytics Cloud using the Message Server host, it will result in the following errors:

SAC: "We couldn't connect to your BW system. Possible causes: Third-party cookies are blocked, or CORS is not configured correctly. For more information, see our troubleshooting page"

Console log: app.html#/connections:1 Access to XMLHttpRequest at 'https://***/sap/bw/ina/GetServerInfo?sap-client=***'  from origin 'https://***' has been blocked by CORS policy:  No 'Access-Control-Allow-Origin' header is present on the requested resource.  

HAR file GetServerInfo call: GET https://***/sap/bw/ina/GetServerInfo?sap-client=200 net::ERR_FAILED 307 (TEMPORARY REDIRECT) 

• SAP Analytics Cloud
• SAP Business Warehouse
• SAP BW4/HANA
• SAP NetWeaver

http status 307, http status 302, cors, query, story, live data, cloud analytics, sapanalyticscloud, optimized story experience, OSE, optimized design experience, ODE, Unified story, BW live connection , KBA , LOD-ANA-LDC-BW , SAC Live Data Connection BW , Problem