I have tried at least 6-7 different approaches, and have been meticulously following instructions. I have a suspicion that this problem is not solvable unless my company publishes its real server name to be used for this exercise. It has an alias. I am working from home through CenturyLink. I guess I'll give up; I've earned enough points for a certificate, but I definitely feel cheated. It would be nice if you all could figure out another way to see if we're learning when the labs aren't working. Could someone respond?
I did do an uninstall and reinstall of power bi desktop. Interestingly that changed the popups for 'Get Data'. One must choose AZURE (not database), and then the AZURE SQL Database option shows ulp. Options tried and what happens:
1. If all other options fail, try Power BI Service. This option no longer works as the server insists that you use power bi desktop and then bring stuff over to the service.
2. Use import, instead of DirectQuery gives an error. I've had several, the first error message is the latest.
3. DirectQuery: again tried several approaches. This is latest error message.