Data credentials initial log-in hangs

I've just begun working with Power BI and am now looking to publish reports that refresh automatically for our users. What I can't figure out is what is causing my attempts to add my credentials to just hang forever. The process here never finishes, despite me entering correct or incorrect log-in information, so I don't know what the actual error is. Also with my very amateur knowledge I don't know if I've missed a step prior to this, I missed the class on uploading and credentials.

• I'm connecting to an ODBC database with our Plex system.
• In Power BI desktop I'm able to refresh manually to get the data with no major problems (aside from the occasional timeout).
• I think I'm entering the correct credentials, but again it never finishes so I'm not getting an error message to confirm or deny that.
• My basic understanding here is that because this is an ODBC connection to a server containing my data I don't need a gateway, please correct me if I'm wrong here.