Hi @James Walsh ,
Welcome to Q&A forum!
Which version of Office are you using? Please update it to the latest version first.
To better analyze this issue, could you please provide more screenshots of prompt messages to us? Thanks.
Consideration that this issue occured after updating to 20H2, please check if it occurs after rolling back to 20H1 on a test machine.
Besides, I found the following official KBs, please check if they are helpful to you.
The password you use to connect to the server is not saved when you import data from a server by using ODBC Connection in Excel
Cannot modify the oData connections in an Excel 2013 PowerPivot workbook
Any updates, please let me know.
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