We couldn’t authenticate with your credentials. Please try again

Hi , OntheDAXside 

This maybe a permission/authentication error. When your user connect to his data source in an unauthorized account, the corresponding credential would be created. So he need to change credential, go to “File –> Options and Settings –> Data Source Settings”, under “Global permissions”, choose to delete the old data source connections permission and click on Edit permission in Power BI Desktop. Then try to connect to it again and check if it is successful.

At the same time, you can try to check whether your server name is correct, you can try to use hostname/ip:port to try to reconnect your sql server.

You can also try to use the account and password to test whether you can connect to your sql server; or use a third-party tool (ssms) to test connectivity.

At the same time, I also found a similar connection problem, you can refer to it, I hope this will help you:
Solved: Re: Cannot authenticate credentials when connectin... - Power Platform Community (microsoft.com)

sql server - we couldn't authenticate with the credentials provided POWER BI - Stack Overflow

Thank you for your time and sharing, and thank you for your support and understanding of PowerBI! 

Best Regards,

Aniya Zhang

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Thank you v-yueyunzh-msft