Let's get back to the actual problems with the code you posted in your original question.
PROC IMPORT is not very good at dealing with reading from something that is not a file. So first converting the link into an actual file is going to be needed for now.
Your code also is mistaken in mixing two different ways to access EXCEL files. You can either use a LIBNAME with the XLSX engine, which will allow you to treat the XLSX file as if it was a library with multiple dataset members (one per spreadsheet in the XLSX workbook).
Or you can point PROC IMPORT at the file and ask it to read one of the sheets (or a range of cells in one of the sheets) into a dataset.
So I would first try pointing a FILEREF at the file using the URL filename engine.
filename myfile url "https://.....myfile.xlxs";
I believe you cannot then access that directly with PROC IMPORT (I know it does not work for a plain text file accessed that way so I would extremely surprised if it worked for a zip file (which is what an XLSX file is). So you will first need to make a local copy of the file. Try something like:
filename myfile url "https://.....myfile.xlxs"
recfm=f lrecl=512
;
filename local temp recfm=f lrecl=512;
%let rc=%sysfunc(fcopy(myfile,local));
Now you can try using PROC IMPORT. For example this code would pull the first worksheet out of the file.
proc import dbms=xlsx file=local out=want replace;
run;
Or use the XLSX libref engine and copy all of the worksheets.
libname myfile xlsx "%sysfunc(pathname(local))";
proc copy inlib=myfile outlib=work;
run;
If the FCOPY() function did not copy the XLSX file from the sharepoint site then you will want to look at Chris' sharepoint access tools to help you get the file copied.
