I don't know who Microsoft's target audience is w/PowerApps. Perhaps the Excel/PowerBI Community? I hate to rain on the parade, but this is another half baked implementation by Microsoft on the O365 platform.
OData Connections? Not Supported.
Connect to External Lists? Not Supported
Connect to SQL Server Views and Stored Procedures? Not Supported
I guess we will stick with Vanilla Sharepoint Edit/New/Display forms and Nintex forms. Call me when you have something that doesn't have a dead end right out of the gate.
I'm sorry that we don't currently have full support for everything you need to switchover and try out PowerApps for your scenario. However, PowerApps does currently have a couple of work-arounds that might help in the interim if you are still interested in trying out PowerApps:
1) OData connections -> You are correct that there is no way to connect directly to OData within PowerApps today. But we do have a workaround where you can model your register a custom API for your OData service. Adding full OData support is definitely a gap that is on our roadmap to support.
2) Connect to External lists -> Can you ellaborate what type of lists you are looking to connect-to?
3) Connect to SQL Server Views -> SQL queries & views has been one of the top requests and is absolutely on our backlog to support and we hope to enable it soon, you can see all the feedback we've received here: https://powerusers.microsoft.com/t5/PowerApps-Ideas/PowerApps-must-also-see-SQL-Azure-Queries-not-on.... There is a workaround that allows you to leverage Stored Procedures within you PowerApp where you can create a Flow that CAN connect to your sprocs (https://flow.microsoft.com/blog/connecting-flow-sql-twilio/) and then calling that flow from within your PowerApps (https://powerapps.microsoft.com/tutorials/using-logic-flows/)
We really do appreciate this feedback as it helps drive the priority of our backlog and I hope that we can get these gaps closed for you as soon as possible.