I'm raising this thread to our community, hopefully someone has this experience and could share it with you
Lénaïc RIÉDINGER, Global Community Engineer Tableau
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Do you use WDC for this site? If not, you need to use WDC, you cannot get data directly from API. If you are using WDC but its hosted outside of API domain, it may be CORS issue: WDC Working with CORS
If you dont have WDC, some general WDC for REST API can probably help you. Found this WDC in pull requests of Tableau repository: https://rdc.codezero.xyz/ (its open source GitHub - niranjan94/rest-data-connector: A REST API Data Connector for Tableau with Swagger 2.0 and OpenApi 3.0 support so you can install it to your own server). You can try to use it, but since its not belong to the company who own API, use it on your own risk.