As sensitive data become increasingly central to research addressing societal challenges - particularly in health, social sciences, and public policy - there is an urgent need for infrastructure that enables secure, ethical, and streamlined access across institutional and national boundaries. Federated models for data access via Trusted Research Environments (TREs) offer a promising pathway, allowing data to remain under the control of its custodians while providing researchers with the tools and permissions needed to analyse data remotely under controlled conditions. Our talk presents work being conducted as part of the EOSC-ENTRUST project, which is aiming to establish a European network of TREs and developing a federated framework for identity and access management (IAM) across European research infrastructures. Through the testing of two SANE-Pilot Prototypes, we explore how federated access to TREs could help overcome key challenges such as: (1) Policy and legal constraints; (2) Equivalence issues; and (3) Resource constraints. Further, we will look into the user experience of researchers engaging with federated TREs. These will be evaluated through real-world use cases involving researchers seeking access to sensitive data under varying national governance frameworks, and testing TINKER (GESIS) and TINKER and BLIND SANE (UKDS Pilot).