Error connecting to Power BI Service from C# to execute XMLA script

When I run this C# code from MS Visual Studio to connect with Power BI service I get Error: The connection either timed out or was lost. What could be wrong? I checked the XMLA endpoints in Power BI service and are all enabled. The code fails when I try to connect to the server with server.Connect. I use the access token with no issues to run other Power BI APIs via HTTP (not powerbi://).

[ApiController]
[Route("api/[controller]")]
public class XmlaController : ControllerBase
{
    [HttpPost]
    public IActionResult PostXmla([FromBody] XmlaRequest request)
    {
        try
        {
            Console.WriteLine("Received XMLA request from Java");

            Server server = new Server();

            // Connect to Power BI via XMLA
            Console.WriteLine(request.accessToken);
            server.Connect($"DataSource={"powerbi://api.powerbi.com/v1.0/myorg/visualbank"};", request.accessToken);
   

            Console.WriteLine("Connected to Power BI service");

            // Execute XMLA script
            server.Execute(request.xmlaScript);

            server.Disconnect();

            return Ok("XMLA script executed successfully.");
        }
        catch (Exception ex)
        {
            Console.WriteLine($"Error: {ex.Message}");
            return StatusCode(500, $"Failed to execute XMLA script: {ex.Message}");
        }
    }
}