I got only Microsoft Power BI working good with Odata.
With Qlik I thought only premium/licenced plans have an odata connector
Tableau is mentioned in the Mendix documentation
It seems like you can use this community add-on for Tableau to connect to REST services: https://rdc.codezero.xyz/#/
And you can follow this guide, to publish a REST Service from your Mendix app: https://docs.mendix.com/howto/integration/publish-rest-service