Connecting to OneDrive - Outside the organisation

Hello everyone,
I would like to connect to CSV files which were uploaded on One Drive for Business on customer side (https://customername-my.sharepoint.com).
I'm authorised to access one folder with an external mail address ([email protected]). To access this folder I had to verify my identity. I got an OneDrive verification code via mail which I had to enter to connect to the folder content. Afterwards I could access the data.
 
If I want to connect to a file placed in that folder via Web in Power BI with my organizational account ([email protected]) an error message is showing up - saying that I can't be found in the "https://customername-my.sharepoint.com" directory. This error message is showing up even though I select the lower level I'm authorised to.
I'm grateful for every hint or suggestion.
Many thanks in advance!