Ok, can you share what permissions you have enabled on the Sharepoint side? I'm not sure if it's worth checking the Graph API troubleshooting as covered here in the Microsoft documentation as well.
Please make sure you followed the guide steps for both Sharepoint Online and Sharepoint Server. Permissions in both applications are important.
Looking at the request that failed, it seems that you're missing permissions to Graph API Sites: Sites.All. Also you need to make sure that permissions are Application permissions, connector does not support delegated permissions.
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