Excel pivot linked to OLAP CUBE refresh fail once workbook is re-opened

Hi all

I have an Excel pivot that is connected to an OLAP Cube. When I create the connection it works fine, but as soon as the workbook is saved and re-opened, I am unable to interact with the pivot or refresh the data. All other users are experiencing the same problem. 

Errors we are getting:

Answer "Yes" and enter password and then error:

The connection to datasource works if it is a new connection, but have to recreate the file every time which is very frustrating. Office 365.

Tried interacting with the pivot on re-opening without refreshing the data, but that results in the same error messages.

Thanks

Zelda