You might encounter an issue while using SharePoint Designer 2013 to connect SharePoint Online site:
“The Web server does not appear to have any authentication methods enabled. It asked for user authentication, but did not send a WWW-Authenticate header”
If multifactor authentication turned on your tenant and you are using designer 2013 then you might get above error.
You need to enable modern authentication for office 2013 clients. To enable modern authentication for any devices windows, you have to change registry setting:
Open internet explorer and log into your SharePoint site using ie.