Hi @William Thompson,
Thank you for posting in this community.
Based on your description, I found and tested the official documentation for the two methods you describe. Both methods successfully connect to the Microsoft list.
Method 1: Create an app from within Power Apps
Method 2: Add data connections to canvas apps
Since we can't reproduce your situation, we need to narrow down the problem and try some things.
1.Are other users facing the same problem? View through another computer or account.
2.I suggest you try again according to the documentation. Please note that the URL you connect to should be in this format: https://yourTenantName-my.sharepoint.com/personal/yourAccount.
3.Try to use a different browser or your browser's InPrivate mode to see if the same error occurs.
4.If the problem persists, then I suggest you go to this PowerApps Community and ask the question. There are more specialized Microsoft support engineers for PowerApps there who can help you solve the problem better.
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