Hi all,
I have managed to resolve the issue on my end.
So as I mentioned earlier, I use CDATA custom connector. I have submitted a support request which came back to me today. I will post the answer below but shortly speaking there was a mismatch of the .pqx file used in the Custom Connectors folder and the current build of the CData Power BI Connector in use. I smply replaced it with the one from Program Files directory and the issue has disappeared. Details from CDATA support:
The root cause of this error is that the Datasets in Power BI Online are unable to identify the data sources they are mapped to and this needs to be configured manually.
One thing that could cause this is a mismatch of the .pqx file used in the Custom Connectors folder and the current build of the CData Power BI Connector in use.
To check this, please go to the file path 'C:\Program Files\CData\CData Power BI Connector for Odoo', find the file named CData.Odoo.pqx, and then move it to the folder 'C:\Users\<user>\Documents\Power BI Desktop\Custom Connectors\'.
Once the folder is in the new location, restart the On-Premise Gateway completely and see if that resolves the issue.
Should this persist, the next solution will require you to go to your Power BI Online instance. When here, find the small Gear icon in the upper right, click on it, and then select the 'Settings' option.
Once here, find and click on the 'DataSets' tab.
Click on the 'DataSets' tab in the aforementioned window. Here, you should be able to see various reports that you have published to Power BI Online here. Click on the report that throws the error.
Under the yellow warning box, click on 'Discover Data Sources'. This should manually discover various data source connections to your PowerBI service.
Click on 'Gateway Connection' and look at the window that mentions the DSN connection and 'Maps to:' field:
Select the data source you want to map this dataset to and click on 'Apply'.
Once this is done, refresh the browser window, go back to your workspace, and try to load the Report now. With the necessary DSN being mapped, the issue should be resolved and you will be good to go!