DirectQuery for Power BI datasets and Analysis Services: Connection Error

v-chuncz-msft thank you for looking into this. This seems to not be impacting all users, so we don't really what is going on:

Scenario 1: load a Live Power BI Dataset and then add a local model

Cleared all permissions >

Clicked Get data > Clicked Power BI datasets > Clicked the dataset > Clicked Create > Loads the single dataset without issue

Clicked Make changes to this model >

Clicked Add a local model > 

Receive the below error:

Scenario 2: Start with a local model and then try to add a Live Dataset 

Created > Table with 1 column and 1 row to make the model local

Clicked Get data > Clicked Power BI datasets > Clicked the dataset > Clicked Create > 

Receive the below error: