Local Excel file cannot retrieve data from another Excel file resided on SharePoint Site

Current mode:

My user has an Excel file (Excel file A) on a SharePoint site. She uses the "Add Shortcut to OneDrive" feature to map the folder to her OneDrive. Then she will use her local excel file (Excel file B) to pull out some data from the Excel file (Excel file A) using some Excel queries. This will work successfully. 

Now she tries to directly pull out the data from Excel file A which resides on SharePoint instead of from her OneDrive. When she tries the "Get Data" function in the Excel (Data tab -> Get Data -> From File -> From SharePoint folder) , she gets some long error messages after entering the root URL of the SharePoint site. The error messages are as below (Removed most of the messages). The user is a member of the SharePoint site (Not a guest). 

Feedback Type:
Frown (Error)

Error Message:
Error

Stack Trace:

Stack Trace Message:
Error

Invocation Stack Trace:

InnerException0.Stack Trace Message:
Specified value has invalid CRLF characters.
Parameter name: value

InnerException1.Stack Trace Message:
Specified value has invalid CRLF characters.
Parameter name: value

InnerException2.Stack Trace Message:
Specified value has invalid CRLF characters.
Parameter name: value

InnerException3.Stack Trace Message:
Specified value has invalid CRLF characters.
Parameter name: value

InnerException4.Stack Trace Message:
Specified value has invalid CRLF characters.
Parameter name: value

InnerException5.Stack Trace Message:
Specified value has invalid CRLF characters.
Parameter name: value

InnerException6.Stack Trace Message:
Specified value has invalid CRLF characters.
Parameter name: value
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