I tried the steps in this article, get to step 6 where I accept the Authorize application, then I get the "Failed to update data source credentials" error. I have tried the troubleshooting which was not the issue and have not had any luck with any other information I have found. (I verified both the account and that VSTS does have the oAuth setting is set to Allow.)
Since the connection was never set up in the first place, when I go to settings as @v-sihou-msft suggests, there are no connections to even look at. So that is not a solution.
Is there anything else I can try or somewhere I can turn for assistance?
Other information from the error which might of assistance...
Activity ID: 27ba585d-8168-4740-b786-8c8ecb523e41
Request ID: 59641a4e-c4a2-0a24-35bb-7754ee0ac6ac
Status Code: 400
Time: Fri Sep 23 2016 13:26:57 GMT-0400 (Eastern Daylight Time)
Cluster URL: https://wabi-us-north-central-redirect.analysis.windows.net
Details: Visual Studio Team Services | Sign In Account: <my account name>