We experienced the same errors and found the issue in the Graph API that it do a redirect to other URL's.
We used the proxy configuration in the Powershell GUI for the connector
In addition to that we added the following URL's
To read more have a look at
To get things working until this is ultimatively resolved, I removed the Usage.xml line from the readerV3.config. No usage data, but the rest of the reader and complianc eimport is working again.