Scheduled Refresh Python - ADO.NET Access Is Denied

[Cmcmahan]

I'm trying to connect to an API that asynchronously generates a data file. Since the first API call only kicks off the file generation,  I've managed to do it with python, and it works locally. I've set up (and reinstalled, etc) a gateway in personal mode.  According to the gateway program, everything is fine. However, when I try to set up scheduled refresh, I get the following error message:

Failed to update data source credentials: ADO.NET: A problem occurred while processing your Python script. Here are the technical details: Access is denied

I can't tell what access is getting denied or how to approve it, even with full admin access to the machine.  I can use any of the advice on either of the two topics:

• How to fix or diagnose the Access is denied error.  Googling constantly leads back to an old issue with a specific gateway version that was resolved a few years ago.  
• An M Query technique that allows me to 1. Call an API endpoint 2. Call another endpoint to check file status (in progress/failed/complete) and capture a file ID when complete 3. Call the download endpoint using new file ID. I can't figure out how to get Power BI to wait until the file is complete.

[lbendlin]

For the second part you can use Chris Webb's BI Blog: Using Function.InvokeAfter() In Power Query Chris Webb's BI Blog (crossjoin.co...  for some reasonable polling interval in List.Generate.