Credentials Error (Excel)

I’m trying to connect to the API via Excel’s Power Query. I’m currently having trouble with credentials not being authenticated. On top of that, when I try to connect with this header:
[Headers=[#“Ocp-Apim-Subscription-Key”="[API_KEY"]])

I’m told that there is only a reason to have the header if I’m connecting anonymously, but when I try connecting anonymously by removing the header I get a credential authentication error.

Is there something I’m doing wrong or should be doing?