I just tried liteerally every method i found in internet and each of them return me one error or impeditive.
1) Get shared link in Excel file and tried Web Conector Anonymously
2) Get shared link in Excel file and tried Web Conector with Organizational Credentials in Root Sharepoint
3) Get shared link in Excel file and tried Web Conector with Organizational Credentials in personal Sharepoint
4) Get shared link in Excel file and tried Web Conector with Windows Credentials in personal Sharepoint
(same error from 1))
5) Sharepoint folder connector using browser copied link in personal Sharepoint
(I can't get over it and open my data in Excel)
6) Sharepoint folder connector using browser copied link in root Sharepoint
(same from 5))
Also tried to take the link from Excel file opened in browser or in my desktop but without sucess.
I can only connect with POWER BI Service but it doesnt fit my needs, since i need to do several calculations with DAX to make my report.
As the Excel file exists in OneDrive for Business, you can use Web connector in Power BI desktop and Organizational account when it prompts us to specify credential. Please note you need to set proper level that specified file has permission to access it. You can set the access level on Excel file itself. See: https://docs.microsoft.com/en-us/power-bi/desktop-use-onedrive-business-links
Best Regards,Qiuyun Yu