promnw , in modern Excel we have
Data->Get Data->From Other Sources->From Web which initiates related Power Query connector
Data->Get Data->Legacy Wizards->From Web (Legacy) which is separate tool existing in Excel for ages and which is not a part of Power Query engine.
Since above with some modifications is from Excel 2016 time, perhaps you speak about Power Query engine. Power Query shall say at least something about the error (otherwise how do you know the error happened?) and with which query. How do you know individual query are refreshed? If in Power Query editor, it evaluates based on portion of source data, loading to the grid entire source is evaluated. Properties are always available by right click menu on query in Queries & Connections pane.