fstxw , It seems you are not alone with this problem. There was one post here the other day admitting there was a bug being investigated, but nothing from Microsoft themselves. This seems to be another rush for cash from a big corporation trying out the latest thing in IT.
They are going to charge for this, even though there was no market research to see who will actually use it long term. Most working for companies with proprietary information will not be using this feature, as everything you input with Python in Excel is stored in the Cloud, meaning you do not have control over your own data.
I posted two of the latest Cloud breaches on this forum, and this is only the beginning of those occurrences. Unless you are just playing around with school projects, or you don't have information worth stealing, this does not seem the way to go with Excel.