I've spent a lot of time trying to solve the issue pointed in title and have no found a solution yet.

I use MS SSRS 2012 with custom Security (based on Form Authentication and ClaimsPrincipal) and Data Processing extensions. In Data extension level I need to apply filter programmatically based on one of the claim which I have access in Security extension level only. Here is the problem: I do know how to pass the claim from Security to Data Processing extension code...

What I've tried:

IAuthenticationExtension.LogonUser(string userName, string password, string authority)  
{  
...
ClaimsPrincipal claimsPrincipal = CreateClaimsPrincipal(...);  
Thread.CurrentPrincipal = claimsPrincipal;  
HttpContext.Current.User = claimsPrincipal; 
...  
};

But it doesn't work. It seems SSRS overrides it within either GenericPrincipal or FormsIdentity internally. The possible workaround I'm thinking about (but haven't checked it yet):
1. Create HttpModule which will create HttpContext with all required information (minus: will be invoke getting claims each time - huge operation)
2. Write to custom SQL table to store logged users information which is required for Data extension and then read it
3. try somehow to append to cookies due to LogOn and then read each time on IAuthenticationExtension.GetUserInfo and fill HttpContext

None of them seems to be a good solution.

I would be grateful for any help/advise/comments.