Getting data from OneDrive

Hello Communiy,

I am having an embarrasingly hard time pulling a file from OneDrive into PBI.

Most stuff I find tell me to use the "OneDrive for Business connector" which appears to have been removed.
Next way I found tells me to go to OneDrive -> The file -> Details -> Copy Path but they appear to have removed the 'Copy path button' as seen in this screenshot:

Third way I found is from Microsoft's documentation: https://learn.microsoft.com/en-us/power-bi/connect-data/desktop-use-onedrive-business-links
This article is recent (October '22) but it tells me to use the 'Copy path' button that I cannot find. It also tells me to use the web connector but the web connector only supports authentication method: anonymous which would then require me to make the file publicly available so it doesnt just get stuck on the log in screen.

There must be something I am missing? I am surprised the integration between Microsofts own cloud storage service and BI tool isn't just a two click process. There must also be a way to retrieve the file while still  keeping a minimum of privacy?
I can create a shareable link but am not satisfied making it available to everyone who can find the link.

Any help would be much appreciated, I simply do not understand how to get a file from OneDrive into PBI