A connection issue is encountered when trying to run the ApexSQL Audit API call (4376480)

To avoid any kind of connection issues while configuring the ApexSQL Audit API calls it is mandatory that all steps of the below shared articles are completed successfully.
If any of those steps are omitted or not completed successfully the connection issues are to be xpected.

Please check detailed guide into configuring ApexSQL Audit API calls to be used for SQL auditing reports:
https://knowledgebase.apexsql.com/using-api-to-generate-sql-auditing-reports/

To import audit data using Power BI please check the "Importing audit data into Power BI using API call" section of the below guide:
https://solutioncenter.apexsql.com/extract-sql-auditing-data-into-power-bi/