In the past, I had a similar situation when using Bulk Data Load API in Cache configuration. I just downloaded the latest Denodo Express available in the community, tried to make a query to save in cache and it is working for me. So I advise you to download the express and try again.
If error still persists, you can use COALESCE function in your query to replace field that could contain null values with any other sample value.
For more details on Coalesce and other functions please refer document
Hope this helps!