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Hi v-juanli-msft 

The Power BI report uses data from an SQL server and several Excel reports on my computer. I use DirectImport to create a datamodel which I then connect to Excel. I've created several pivot tables that I update everytime I'd like to show data for a different employee ID. 

When I open the file, Excel updates the pivot tables without any issues. But when I then look at the output for some minutes and decide to change the filter to a different employee ID, I get the notification I referred to in my initial post. Only after trying to change the filter two or three times, it seems the connection with Power BI has been restored and then it works again without any issues. Until I stop changing the pivot tables for some minutes again.