The Formula Firewall error is a data privacy error you might get when sharing Power Query Excel files and it's basically Excel's way of saying you have an external data source when it seems like you don't. One way to mitigate this is to change the privacy setting to ignore this message, but when you're collaborating with other, they might not feel comfortable doing this. The other option is to set up a bridge or staging querying. This involves getting into the M code, but it's not so bad. This video talks about the table that takes in user input on where the folder path is for a file but those detail instructions are in another video at https://youtu.be/ignTb_UozTw. This one will cover mostly on how to solve the Formula Firewall issue.
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