Please see my previous post Re: Authenticating OData.Feed using Web API diffic... - Microsoft Fabric Community that pointed me to this thread.
Basically I'm suggesting an easier authentication GUI.
This is for using Power query.
...using the Web API option to authenticate.
Specifically using OData Feed
The issue is that it asks for an "API Key name" but there is no name field to provide it.
I wrote my own odata server, and I can't get this to be seamless and intuitive using power query.
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- Also I know you can get the functionality done with M code. But I'm suggesting to make it able to work **without M code too.**
