Here are a few examples for what could be the possible reason for you unsuccessful data source connection.
Did you try to connect an advertising account?
It’s a common mistake that you are trying to connect a personal account not an advertising account so first make sure that the account you are trying to connect is not your personal one.
Do you have the correct rights to connect your account?
Before you try to connect a data source please make sure that you have the correct authorisation to make such connection with you advertising platform. This is a crucial condition that needs to be met for the connection.
Did you try to the connect address that is linked to the account you are trying to connect?
Sometimes email addresses and accounts can be mixed up so please make sure to connect your account with it’s correct email address.
Are you added as a ‘resources’ on the advertising platform (specific to Meta)?
This is a Meta specific condition but you must have the ‘resources’ status in Facebook Ads Manager to be able to connect your account.