Integrating diverse data sources such as SQL Server, Azure, Salesforce, Google Analytics, and APIs creates connectivity and compatibility challenges. Each data source has different refresh rates, data formats, and authentication methods, making it difficult to maintain a unified data model. Power BI developers must handle API rate limits, slow query performance, and real-time data synchronization issues. Using Power Query transformations, scheduled refresh, and hybrid connectivity options (Gateway, DirectQuery, Import Mode) helps streamline integration. Additionally, optimizing SQL queries, caching frequently used data, and reducing unnecessary joins improves efficiency while maintaining data consistency across reports.