I've had this problem a few times and have always just done the following:
In Power BI desktop version, go File > Options and settings > Data source settings
Then, highlight the data source you are trying to connect to and select 'Clear permissions' and then select 'Delete'.
It's a pain having to do this, but I find it is a reliable way to get past the dreaded 'forbidden' message. Also, if other reports used the data source connection that you just deleted, when you open the report again you may well have to authenticate again.