Power Query load from Dataflow is excruciatingly slow

Try clearing the cache in Power BI Desktop.

If that doesn't help, is this on a laptop? Go to Starbucks or someplace else and see if the internet there is better. if that works, there could be a routing issue from your location that is causing a problem, or some other corporate firewall.

Also, you don't have to wait for the preview to finish to load. Just close Power Query and tell it to save (and apply) the data. Even if it fails the first time, hitting Refresh in Power BI desktop usually clears that up.

Edit: oh, what dataflow connector are you using? Does the Source line say PowerPlatform.DataFlow or PowerBI.dataflow? Whatever it says, switch it out. I personally prefer the PowerBI.Dataflow as for raw speed it is faster, but doesn't allow folding or setting incremental refresh with it.