If you have to click Test Connection for all your data sources before the report can be opened, then please verify your Analyzer site's Authentication setting in IIS, please make sure either BASIC or Windows authentication is selected (NEVER BOTH!!!!).
If you are getting "Exception has been thrown by the target of an invocation" error while opening a report
then please go to IIS, click on the Analyzer site > Authentication > ASP.NET Impersonation settings. Please make sure it is setup like the screenshot below, not a Specific user.