The Power BI DirectQuery mode is not compatible with Odoo.sh because persistent connections will not survive the recycling of worker processes.

Power BI’s DirectQuery expects a stable, stateful, and persistent connection (like an active database session) to push queries in real-time, but we spawn short-lived worker processes for all users in Odoo.sh, including Power BI connections. These workers are automatically destroyed after a certain number of handled requests, a time elapsed, or if they breach a memory limit. 

You have to shift your data strategy.

• switch to "Import Mode" with Incremental Refresh (Highly Recommended)
• use an Intermediate Data Warehouse / Data Lake (Enterprise Approach) and connect to that instead
• look at enterprise middleware utilities (such as CData Connect Cloud or specialized Odoo-to-Power-BI apps from our Odoo App Store)