When your credentials are incorrect while testing the data source, you will get above error. Edit the credentials correctly.

After this, I have to enter the credentials manually (after every request). Is there any way to persist this credentials ?

Once check your credentials type of data source, if it is Anonymous, change it to Basic, provide the credential and publish the report, wait for some time after the publish, you may get relief from above error. Otherwise, check the permissions of Datasource by going to global permissions as shown below:

According to the MS document

This error can occur when the gateway attempts a test connection, even if the credentials supplied are acceptable and the refresh operation is successful. It happens because when the gateway performs a connection test, it doesn't include any optional parameters during the connection attempt, and some data connectors, (Snowflake, for example) require optional connection parameters in order to connect.

When your refresh is completing properly and you don't experience runtime errors, you can ignore these test connection errors for data sources that require optional parameters. For more information you can refer to the below documents:

• https://community.fabric.microsoft.com/t5/Service/Power-BI-not-saving-basic-authentication-credentials-during/m-p/358968

• Why does PowerBI ask for credentials when refreshi... - Microsoft Fabric Community