Connect to Web API with custom header

HI DanT1994,

Perhaps you can try opt use following code to use web connector getting data with apikey in anonymous mode:

let
    url="xxx.xxxxxx.com",
    apiKey = "key",
    headers = [

        #"CLICDATA-API-KEY" = apiKey,
        #"Content-Type" = "application/json"
    ],
    path="/api/xxx/xxx",
    request = Web.Contents(url, [ Headers = headers, RelativePath= path])
in
    request

Using The RelativePath And Query Options With Web contents 

Regards,

Xiaoxin Sheng