OAuth2 authentication method doesn't work with OData for Project Online

Hi

I work for different Project Online Customers and create some Power BI reports using OData. For several weeks now the Schedule Refresh isn’t working properly. I tested it for few customers with the standard field ProjectName (/_api/ProjectData/[en-us]/Projects?$select=ProjectName) and always get the same error when I try to update the credentials in Power BI Online “You do not have Persmission to show this site” using oAuth2.

Here is a step-by-step guide what I’m doing and at which point I get an error.
1. Open Power BI Desktop, Get Data, choose OData Feed, connect, enter OData URL, hit OK, login in with an Organizational account and Load.
 
2. Choose ProjectName and show it as a list. Save file (Test.pbix) and publish it to Power BI.

3. Go to www.powerbi.com, log in and select schedule refresh in my new datasets.

 
4. Now I got following warning: Your data source can’t be refreshed because the credentials are invalid. Please update your credentials and try again.

Therefore I go to Edit credentials.
Hint: There is no gateway connection and my schedule refresh options are all greyed-out.
 
5. I choose OAuth2 as Authentication method and try to sign in.

Now I got following Error.

You do not have permission to show this site
ActivityId: 2da8b0d3-1cfb-48b6-9582-b66a903de7fb
URL: https://preview.powerbi.com/ErrorPage?code=403&errorType=UnsupportedRedirect

If needed I can also send some printscreen or other needed information.

I would appreciate any help!

Thank you in advance.

Kind regards
Kristian