Create API with protected OData Service Document

Hi all,

Does anyone have experience with Microsoft’s Sharepoint online? I’m trying to create an API with the “OData” type in the gateway to expose our Sharepoint instance, but I’m getting the error “Unable to create an API as the input url is not a valid OData service document”.

I came upon this while searching for help:

It says that the URL for the OData service document would look like:
This gives me the error mentioned above even when I tick the ‘protected’ checkbox and provide a valid username and password for Office 365/Azure. The article mentions that Office 365 has a “unique” authentication mechanism which requires some extra setup more than just the username/password. Is there an option like “Microsoft Online Services Authentication” for API Gateway? Or am I missing something fundamental?