As i undestud your problem..u need to achvie the BW/BI report performance right. so.. you can take the Quiry Technical name and pass it under Open query and clikc on transfer....i dnt think u have to go through SAP GUI to achive this.
it will work if you user web(HTTP/HTTPS) protocal..
Were you able to solve tis issue? I am facing the same issue with Bex analyzer where I am seeing 0 events getting recorded with Winsock. So if you can find anj answer to this problem, do send me a not at firstname.lastname@example.org.
Thanks and Regards,