This error usally occurs usally while saving a data connection type after you create data connection with data source using a file path to a excel sheet.
this error mostly occurs while using a network drive where your file is stored. this will cause data import to fail or show blank results.
while browsing from data connection window the network file path is saved as a local drive file path, Instead of DFS file path.
This is causing an error while creating a new data connection type.
Change the file path inside under data source inside data connection from a local drive to UNC path or network path.
In the above screenshot the data source is "Z:\Tesdt2.xlsx" change it to \\app01\support\tesdt.xlsx and mention the network user name and password.