Let's see what the cause could be. The following are a few things you can try:
- Try to temporarily disable Windows Firewall or any security software on the computer used by that user, and try again.
- Make sure you can access Azure data sources from other tools on the same computer like SQL Server Management Studio and Azure Data Studio. Try to connect from other hosts on your organization. Sometimes new corporate firewall rules or policies may block access to Azure data sources or temporary health issues of Azure resources.
- Sometimes the document the user is using needs to be trusted. Please read here.
- Sometimes reinstalling OLEDB or ODBC drivers or using the latest versions of those drivers may do the trick.
- Close open documents and restart the computer.