Woocommerce and Vend integration issues

I have a woocommerce website https://www.gurkhasfashion.com.au/.
I also have a Vend account. I am trying to integrate the vend API with the woocommerce. So, I went to Woocommerce>Settings>Advanced>Rest API and created a key. I generated a consumer key and a consumer secret. I input all these into the Vend API settings and when i click the connect API button, it says the following error: “We are unable to connect your WooCommerce store. Your website does not allow connections with Authorization Headers in the Vend API. To resolve this, you will need to talk to the person who manages your WooCommerce store and ask them to allow the Vend API to be used with Authorization Headers. You should download the request logto give to the person who manages your store.”
I tried many things to solve this but was unable to. Please can you help me out?