The 400 error you are encountering when using the "run a query against dataset" tool in Copilot Studio may be related to the size of the data being returned. Copilot Studio limits connector responses to 500 KB, and if the request from the connector to the service returns too much data, it can trigger this error.
To resolve this issue, you should consider filtering the responses returned to the connector. This can be done by configuring the inputs to the connector action so that the service returns only the necessary data required to respond to the user's request.
Additionally, ensure that your DAX queries are optimized and not returning excessive amounts of data that could exceed the limit.