Hi David,
I had the same issue today, I installed the latest version of SharePoint Online Management Shell but was still getting the same error.
I tried so many ways but finally, I decided to open Windows PowerShell ISE as an admin and install the SharePoint Module there:
Install-Module -Name Microsoft.Online.SharePoint.PowerShell -Force
After that, It started working.
Give it a try and hopefully, it works for you too.
Regards,
Amir