I was able to get it to work now with your sample query and a new api key and single user with that api key.
I’ll list some mistakes I was making and some confusing areas that were not clear to me… that might help others as well as what the steps are that actually work for me:
In Discourse I actually had to create an api and use a “Single User” not “All Users” API and specify an actual username.
In PowerBI, in order to use the Query system when entering PowerBI, select “Transform Data” in order to get into the Power Query area. Select New Source > Blank Query. Then when it shows your cursor in a new field by fx, from the top row of buttons select “Advanced Editor” paste in the big query given at the beginning of this topic with your already replaced Discourse username and API key. Select Done. A field asking for your Discourse Query ID number will appear. Enter the number… and hit Invoke.
An initial warning will appear asking for you to specify how you will want to authenticate:
Select Edit Credentials.
You will see that this is listed as an “Anonymous” connection, which is what you want. Leave the url alone (as long as it is just a single URL with no subdirectories listed out.) Formerly I have been putting in the full URL that was listed in the query. Clearly this was overthinking on my part and a big mistake. 
You should see output generated similar to this and you will know this basic query is now working!
