Hi @Vsb79 , hope you are having a great day. Assuming that you have followed all the steps and not forgetting a single one, may I know if you restarted your pc after placing .mez file in the folder? If not, try to do it as sometimes that trick works. Otherwise, I suggest to contact the helpdesk support of Egnyte and ask for an assistance.
Just an update, somehow, the egnyte connector authentication is working properly only on the microsoft store downloaded app version and not the web version of the Power BI Desktop download.