A family of Microsoft spreadsheet software with tools for analyzing, charting, and communicating data
Power Query needs .NET to do the work, therefore check your .NET installation.
Download Microsoft .NET Framework Repair Tool from Official Microsoft Download Center
If that doesn't solve the issue it might be possible that a 3rd party tools interrupt the DLL access, which causes Excel freeze / crash.
Try a clean boot:
MSConfig the System Configuration Tool. - Microsoft Community
Check also your system for issues:
System file check (SFC) Scan and Repair System Files & - Microsoft Community
Andreas.