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Appears this has been an issue, although not specifcally when changing between explicit and integrated logon. Check out this link:
The interesting is just it: reports always work using explicit logon, and never with integrated.
So, the problem may be related to security constraint, I tried to change some folder but with no result...
Just thought about something. Do you have a seperate location for the reports for your explicit and integrated logins? I know we had two location
But i believe that might be setup when you first do the configuration. Hope that might add some light.
We use the same folder both both explicit and integrated login and it works fine. We tend to allocate security right to Authenticated User, IUSR and IUSR_WAM, NETWORK and NETWORK Service. That seems to cover all the possible options of explicit, integrated with and without Application pools using application pool identity or not.
I did some tests using Everyone user group only to check if the problem was related to access rights to report folder. Of course, we cannot use this user in prodution environment, so just enabling that groups you listed is much better solution.