yashwantPW I'm currently working on an article where I use Azure Data Factory to read OData from Project Online. The trick is you need to make sure you are not relying on a login via some kind of pop-up while you console app runs. You need to get the token and then pass to the next OData/CSOM call as an authorization header with a value of Bearer token - where you replace token with the full string of the token. If you are running in Azure then also good to use Azure Key Vault to store the values for username, password and secret from your App Registration so these can be securely used in the ROPC (Resource Owner Password Credentials) grant. This is one scenario where this type of grant is your only choice - as Project Online OData and CSOM does not support App only authentication. I hope to get the article out sometime next week.
Best regards,
Brian