Authentication for SharePoint to Power BI credentials error

I am currently trying to add the excel sheet from another organizations SharePoint to Power BI desktop (licensed to our organization).

From what I have read, in order add to SharePoint Folders (and the data within) into Power BI, two prerequisites need to be in order. First, the Microsoft account drawing in the data must have admin privileges to the root URL of the sharepoint and the link being inputted into Power BI has to be the root domain.

I have admin access to the root domain of the sharepoint, However, I ran into an authenticator error that prevented me from adding the data into Power BI desktop.

I don't know if the issue lies on my end or if there are other permissions that are nessary from the clients organization. Another thing that I can think of is that the organizations sharepoint is licensed to their company and my company has it own Power BI license that we paid for. 

Below is our Power BI licenses for reference sake.

 I do not know what the clients license are for Sharepoint, but I would imagine that they are top level as it is a multinational organisation. 

Any insight would be helpful.

Cheers,

 -Joshua