Copilot Studio "Authenticate manually" not selectable, need Direct Line access while keeping SharePoint knowledge grounding

Question

We have an agent in Copilot Studio (Authenticate with Microsoft mode) with a SharePoint knowledge source connected via Azure AI Search. It works correctly in the Preview/maker session, but external Direct Line API calls from our own desktop app fail with AccessToBotDenied.
Per Microsoft's own documentation, "Authenticate with Microsoft" restricts the agent to Teams/SharePoint/Power Apps/M365 Copilot channels only, and Direct Line is denied by design in this mode. We'd like to switch to "Authenticate manually" so we can use Direct Line with our own Entra ID app registration, but that option is greyed out, only "No authentication" and "Authenticate with Microsoft" are selectable.

Could you please advise on how we can enable authentication for external channels or what alternative approach we should follow?