Based on the second tab in your first screenshot it looks like you may be using OData V1. If so, it's important to note that Odata V1 is currently not supported and will result in this error message.
Tableau Desktop is able to connect to OData V2 though. More information on how to setup an OData connection can be found here: OData
If you're trying to connect to a Sharepoint list with OData, the below community threads may also be useful:
- Connect to SharePoint Lists with OData: Connect to SharePoint Lists with OData
- Permissions Error Connecting to SharePoint Lists through OData:Permissions Error Connecting to Sharepoint List through OData
Hope this helps!
Exactly the same issue here - tableau desktop 10.3.2. Tried Odata v2 and v3 by forcing the version in .net.
Tableau is releasing OData V4 support in 10.5 (18Q1). This is now in beta and feedback would be appreciated.