My permission to the SmartObject:

Do you see the smartobject if you browse to the following URL via browser?
https://nintexdemo.ru/api/odata/v3
No, I tried it, but in vain. The screenshot "info issue" in my first post.
As a test, can you create a simple SmartBox SmartObject then add it to the list of Selected SmartObjects, and see if that works?
Khanh your link doesn't work for me, an issue is: You do not have sufficient privileges for this resource or its parent to perform this action.
I turned on OData tracing, please check log file in attachment.
I created the new SmartObject "PowerBI_Test2".

Physical path to the SmartObject "[Program Files]K2WebServicesAPISmartObjectService.ODatav3PowerBI_Test2"" isn't exist, and folder "v3" isn't exist too.
From your K2 Management, go to Authentication > Claims > Issuers. What issuer are you using? Also check the Realms page to see which realm is using which issuer.
Checking this because recently I came across a case where an organization's users are using ADFS to login. If they try to open the OData API with a user that uses the K2 security label, the OData API works.
Hello,
please check screenshots below.
Issuers:

Realms:

The problem is related to Russian as the main system language.
Solution is:
1. Open the "Web.config" file by path: [Program Files]K2WebServicesAPISmartObjectService.Odata
2. Find: "<system.web>"
3. After "<system.web>" in new line add: "<globalization culture="en-US" uiCulture="en-US" />"
4. Save file
5. Restart IIS cmd: iisreset