Unfortunately, there is no standard Microsoft API that returns a Financial Report (Management Reporter/Financial Reporting) with its complete row definition, column definition, reporting tree, and runtime filters in the same format that users see in Dynamics 365 Finance.
The Financial Report Web Service (KPI Setup) that you're currently using is the only supported interface for Financial Reporting data, but as you've already found, it primarily exposes row definition/KPI data and does not reproduce the full report layout with dynamic columns.
