Can't refresh external connection in Excel from Mac

I have a an Excel workbook that have several External data connections via PowerQuery (actually from built in Data > Get External Data; and slightly modified code in PowerQuery to include variable filenames). The connections are made to .xslx, .xlsm and .csv files.

As I read, Microsoft states that it is possible to refresh existing connections on Mac, that are made to these types of files (not sure about .xlsm, but probably that does not matter, as not a single connection refreshes). However, when I try to refresh a query, it throws an error:

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At first I thought it was connection to Named Table in the current workbook (as I read on Microsoft, it is not supported in Mac), but even when I removed it, the problem persisted. There is not really much information in Google on this issue, so I post it here. Is there a way to actually refresh the data on Mac or no? Thanks to all.