This KBA explains how to grant Admin access to OData API.
Note: This permission is needed to access the OData API otherwise we would encounter the error "authentication failed user doesn't have the OData Admin access permission"
Reproducing the Issue
1. Goto Admin Center-> Manage Permission Roles
2. Chose the role which is allocated to this OData user which is used for login
3. Click on permission
4. Search for Manage Integration Tools, under that check "Admin access to OData API"
KBA , authentication failed user doesn't have , LOD-SF-INT , SF Integrations - EC Payroll, Boomi/ HCI, API , LOD-SF-INT-EC , EC SF API/OData Entities , Problem