Hello @Alex_Bjorlig Thanks for your question.
I am interested in how you got the OData API to work with MongoDB and Power BI. Mostly out of curiosity. Our Atlas SQL Power BI Connector works with an ODBC driver (so ODBC API).
With this Atlas SQL ODBC driver and our MongoDB Atlas Power BI Connector we do support the Direct Query connection mode.
We have many customers using this to create reports and share reports and dashboards internally and externally to their organizations. Let me know if you want to have a call, I would be more than happy to give you more information on Atlas SQL and you could walk me through your OData API and how that works today (and I can provide you any deltas to our ODBC/Power BI connector). Email me if you’d like: Alexi.antonino@mongodb.com