I am having trouble creating tables in Tableau from the Mendix database utilizing OData. The various data sources (or entities) do not seem to connect even though it adds an ID variable for each entity (which still is unable to connect the data). Is this something to do with the associations? What is the best way to build reports from the Mendix database if not through Tableau and using OData?
That is an open question and up for debate. For starters, you will have your reasons not to create the dashboards in Mendix itself. Likely because the dataprocessing is too demanding. Maybe becase there are more datasources.
You end with two questions: how to gather the data? What is the best dashboard-platform. The first you have the options of OData, webservice or REST-service. Any of those will do to get the data elsewhere. The second: there are many BI tools. PowerBI is a popular one.