How to succesfully set up sp_AllNightLog to create a Reporting Server?
Like any transaction log restore, sp_AllNightLog needs exclusive access to a database in order to do the restore.

This means you'll run into trouble when:


A user starts a very long-running query
sp_AllNightLog tries to start a log restore, and is blocked
Other users try to start queries, but are blocked by sp_AllNightLog, leading to timeouts and angry users


I wouldn't use sp_AllNightLog for this purpose (and that's not what it's designed for, so that's why you're not finding tutorials on how to do it.) If you DID insist on doing it, you would need to write code to:


Check to see if there are any user queries running
If yes, then bail out gracefully without trying to start a restore (but probably check to see if it's been a long time since a restore has been done - because you might be in a position where you need to kill the reporting query to get the data caught up)
If no, then start the restore process


That is left as an exercise for the reader.