Get data from a web

Anonymous , you might want to try a complete procedure like this if you insist on List.Generate().

let
    GetData = (PagePath as number) =>
        Xml.Tables(Web.Contents("https://gtr.ukri.org:443/gtr/api/funds?p="&Text.From(PagePath)&"&s=100")){[Name="fund"]}[Table],

    Source = List.Generate(
        () => [page = 1, Page = GetData(page)],
        each not (try [Page])[HasError],
        each [page = [page] + 1, Page = GetData(page)],
        each [Page]
    ),
    Dataset = Table.Combine(Source)
in
    Dataset

the condition to contiue the loop is a bit tricky,

each not (try [Page])[HasError]

Here's a detailed reference to the syntax of try statement in M language,

https://bengribaudo.com/blog/2020/01/15/4883/power-query-m-primer-part-15-error-handling