OData feed - Web API key can only be specified when a web API key name is provided

I created a custom report to report on machines via Defender by following the guide below using Odatafeed

https://learn.microsoft.com/en-us/microsoft-365/security/defender-endpoint/api-power-bi?view=o365-worldwide

I am able to authenticate myself using my own credentials however I need to authenticate via Web API, so I created an app registration following the guide below and granted Read access within permissions for Defender machines.

https://learn.microsoft.com/en-us/microsoft-365/security/defender-endpoint/exposed-apis-create-app-webapp?view=o365-worldwide

I ran into the error "Web API key can only be specified when a web API key name is provided", however whenever I tried to add the API Key name by adding [ApiKeyName="Testkey"] I get the following error.