Power BI developers often face challenges when integrating data from multiple sources, especially if these sources have different formats, structures, or connectivity limitations. Handling large datasets, ensuring data refreshes, and maintaining data integrity are common issues. Some data sources may also have limited API support or strict security protocols, complicating direct integration. Developers must be skilled in data modeling and ETL (Extract, Transform, Load) processes to effectively consolidate data. Additionally, they need to ensure that data from disparate sources is consistent, up-to-date, and reliable for accurate reporting and analysis.