ODBC Connector Issues

I am trying to use power BI's ODBC connector to connect to an ODBC that is a wrapper for a REST API but no matter what I try I keep getting this error:

"ODBC: ERROR [HY000] ... (40) Error with HTTP API, error code: Couldn't resolve proxy name
ERROR [HY000]... (40) Error with HTTP API, error code: Couldn't resolve proxy name"

Has anyone experienced this or anything like this?