IssueWhen trying to connect to Microsoft Analysis Services hosted on Azure (also known as AAS, Azure Analysis Services), the following error may occur:
Database error 0x80004005: COM error: COM error: mscorlib; Exception has been thrown by the target of an invocation.. Unable to connect to the server. Check that the server is running and that you have access privileges to the requested database.
Excel will be able to connect successfully from the same computer.