I see that @Syhryn has asked this last year. I’m looking for same info. I’m trying to connect to a API with OAuth2 authorisation. Documentation is here: https://docs.paytsoftware.com/#/api
I can’t find any helpful resources and am wondering if this is even possible.
Hi @JoycevW,
Here’s the relevant paragraph from Chris Webb’s blog and other useful links.
If you want to connect from Power BI to a REST API that uses OAuth2 authentication then you need to build a custom connector. You can find documentation on how to implement an OAuth2 flow in a custom connector here.
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Thank you! That will take some looking into. 
Hi @JoycevW
I hope you are doing well. I was wondering if it would be possible for us to close this thread temporarily while you are trying out the solutions provided above. Once you have made progress and require additional support, feel free to open a new thread and reach out to us again.
Thank you for your understanding and I look forward to assisting you further in the future.