Would it help to show my connection string?
I have tried:
ODBC CONNECT TO [Smeg;DBQ=C:\Smeg\Data\];
ODBC CONNECT32 TO [Smeg;DBQ=C:\Smeg\Data\];
I downloaded MS Power BI Desktop for comparison and I had a similar issue, the ODBC connection had issues, so I copied and pasted my MS Query connection string and it worked:
ODBC (dsn=Smeg;dbq=C:\Smeg\Data\;description=Smeg ODBC;extension=tps)
And here is the start of my MS Query connection string:
Or course I have tried variants of these connection strings that work with other software in Qlik, however I must be getting the syntax wrong or perhaps there is another issue.