Azure Databricks error when using DirectQuery

Hi, 

I need to connect to Azure Databricks using DirectQuery. 

In Power Query Editor everything looks fine, data are being previewed. 

But after applying them, there were two errors. 

First: 

I used the advice from this blog page : How to solve OLE DB or ODBC errors in PowerBI - CloudFronts

And then, the error looks like this.

Second:

So I read here and there that Azure Databricks has problems with DirectQuery. But also that there were some updates in this and now it should work. 

So...what can be the cause of the error?

Thanks in advance!