Unexpected error when trying to add data from csv to CDS

Because a CSV stored on your hard drive would have this source line:

Source = Csv.Document(File.Contents("C:\Users\path\Book2.csv"),[Delimiter=",", Columns=3, Encoding=65001, QuoteStyle=QuoteStyle.None])

You have Web.Contents, so it looks like you are opening the file from a onedrive path in a web page, and web pages require a gateway.

If it is onedrive for Business, use the SharePoint connector. Go to OneDrive in your browser in your Office 365 (business) tenant and grab the URL. It will look like this:

https://TenentName-my.sharepoint.com/personal/user_name_tenentname_com/

Put that in a SharePoint Folder connector and get your file. 

That will not work with OneDrive personal, only business accounts.