API calls via Custom Connector

Hi,

We're connecting to the Sage 200 API using a custom Power BI connector provided by Sage. There is an endpoint to GET nominal data which works fine but there is also a nested table to get tax information. When we connect to the API using Postman and connecting to the URL directly with a client key, the $expand function works and returns the nested data. However, in Power Query, the $expand function doesn't work. At this stage I'm unsure if the issue is 1: our knowledge 2: Power Query limitations or 3: The Sage custom Power BI connector. 

Does anyone have experience of doing something like this via API in Power Query using a custom connector of any kind and / or using Web as a data source? and would there be a difference in behaviour in using each data source? 

TIA!