Remote access to Project Server Data via Odata Feed

Hi DaveHowe 

First make sure your network is ok when connecting to the project server.

If it is project service online, please refer to the link below:

https://docs.microsoft.com/en-us/power-bi/desktop-project-online-connect-to-data

If it is project service on premise, you need to set proxy connect to confirm your device can have access to the remote server.

After you publish to Power BI Service, you also need to set proxy for your gateway.

Configuring proxy settings for the on-premises data gateway

https://sharepoint.stackexchange.com/questions/197762/get-data-from-sharepoint-folder-using-power-bi