Connect to Bamboo's REST API- Error"Web API key can only be specified when API key name is provided"

Hello,

I'm relatively new to PowerBI, and am trying to connect to Bamboo's Open API (REST API). 

My workflow is going through PowerBI's "New Source" --> "web" --> in "basic" I enter Bamboo's API URL (https://api.bamboohr.com/api/gateway.php/{company subdomain name}/)

Then at the Authentication window, I select Web API and input the API key I generated in Bamboo. Then I get an error "a web API key can only be specified when a web API key name is provided"

I've read around, and have seen that the api key name is required in Web.Content. But where / how do i enter this and what is the "api keyname"? Under "New Source" --> "web" --> there is an "advanced" option that has HTTP Request headers, but none of them are "web.content" or API keyname.

Any help or nudge in the right direction would be awesome.

Thanks,

-Mike