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Your API Credentials are incorrect
Be sure you arr are using the correct Client ID and Secret for the API Client you created in RiskLens.
The PowerQuery permissions privacy levels need to be resetAndrew Fouquette (Unlicensed) can you supply more info?
This article from Microsoft Office support should explain how to set privacy levels.
The scenario or risk assessment you’re selecting does not exist
Be sure the ID for the risk assessment or scenario exists.
Credential Issues
Try going to Data Source Settings and reset your permissions.