Check the BFI tema.log for any error information when the data source connection was attempted. If it’s possible to enable debug, then trying with debug should give more information,
Is there a BFI server for the 2nd BigFix that you are trying to add as a second data source? If there is one and it’s working?
The BigFix server should have a working WebReports server for the BFI to communicate properly with the BigFix server