Is it possible to consume an external API using Microstrategy?

I am trying to see if an external API can be consumed from Microstrategy. I am new to this and so far I have seen a connector on Microstrategy that allows you to bring data from an URL, but when things get more complex like passing a specific header parameter, then the connector is not useful.

Also going through the documentation I have seen they have internal APIs that any external application can consume to create reports outside of Microstrategy or to join data hosted on Microstrategy.

Their documentation for internal APIs is this one, but I am sure the other way around is possible, I just need a direction or an example to understand.

https://www.microstrategy.com/en/support/support-videos/how-to-use-the-rest-api-in-library

You can use XQuery for this. You can look there; https://www2.microstrategy.com/producthelp/Current/AdvancedReportingGuide/WebHelp/Lang_1033/Content/Using_XQuery_to_retrieve_data_from_a_web_service.htm#freeform_sql_4027597040_1133899 https://community.microstrategy.com/s/article/How-to-Create-a-Report-That-Dynamically-Retrieves-Data-From-a-Parameterized-Web-Service?language=en_US

I've samples for that, we can talk about that.