Hi dudu,
Thanks for sharing your experience here.
According to your description, we noticed that you create a Powerpivot to connected to an Access Database in Sharepoint online.
As we are not sure how you connect to Access Database in Sharepoint online. If you can't use the method in Excel normally, from our side, you can link your data to SharePoint list first and then save the Access database in the local environment, then open Excel>Data>Go to PowerPivot window, then select get external data from Access:
Then browser your Access file location and complete the process according to the prompted message.
After completed, you can refresh your data as normal:
Please have a try and share the result with us.
Best Regards
Higgins