Impossible to connect to Zendesk API. : ERROR 400 Bad request

[OumarKA]

I have an issue connecting to Zendesk API. I installed the app > filled my company Zendesk platform URL > clicked on on the connect button > I then face an error [DataSource.Error] Web.Contents failed to get contents from 'https://(mycompany).zendesk.com//oauth/tokens' (400): Bad Request

It seems that Power BI is looking for an unfound token. But where am I supposed to set that (I am not a technical person)?

The thing is, I do see the connection on Zendesk side :

More info :
I use Power BI from the web browser, I have a mac so I can't use the desktop app.
Our Zendesk platform has an IP restriction but I have added all IP address from there : https://www.microsoft.com/en-us/download/details.aspx?id=56519
I also create an Oath Client and an API Token from Zendesk Center Admin but I don't know what to do with these (I don't have anywhere to save them into Power BI).

Someone can help please?

[Gabriel_Walkman]

What is the exact step that produces the error, if you go through this guide? 8?

https://docs.microsoft.com/en-us/power-bi/connect-data/service-connect-to-zendesk

Also note the mention about pbi desktop under system requirements. 

[OumarKA]

I face the error after step 10. 

Regarding PBI Desktop, it's strange, why would they make the app available on the browser app if it's not compatible with it? And the wording is not clear enough : If you're an agent or an end user and are interested in viewing your Zendesk data, add a suggestion and review the Zendesk connector in the Power BI Desktop.