Pivot Table with 2Million plus records? am i using the data model wrong?

Hi,
I’ve been trying to figure this out, and there are plenty of videos on the subject, but I am either misunderstanding or doing something wrong.
I need to make a pivot table with 2 million+ records, which is obviously past the worksheet row limit.
I have tried breaking the records into 2 separate worksheets. The headings are the same on both tables, and I added a dummy “record #” field that has a unique value in each table that I tied together as a relationship (this maybe meaningless, but it’s what I’ve taken from all the videos)
I can see both pivot tables when I select “all” instead of “active”, but when I put a field in, I only see data from the first pivot table. I would think if I put “Record #” in the rows section I would get a list off all those record number between both tables

Ok so I take it my first method is just completely wrong. I will play around with the Power Query - Thank you