PowerBI-SFDC custom domain 404

Hello folks,

I am using PowerBI desktop and looking to to connect to our production 'custom domain' salesforce install.

I select 'use custom domain' in the salesforce login page, enter the right custom domain, which creates the expected custom domain url. This url is accesible from a browser on the same pc, but clicking continue results in a 404 - File or directory not found.

Wondering why PowerBI cant reach the url which my browsers can?

Do I need special roles on SFDC? Any non standard ports? Thanks

AR