If the wrapper you downloaded from DenodoConnects was "OData 4 Custom Wrapper", the Readme.txt file includes the following:
"The authentication using NTLM through a proxy is not supported". So that may be a possible issue.
If you do use Kerberos, another place to check for Kerberos configuration is the Admin Tool. Per [this](https://community.denodo.com/docs/html/browse/6.0/vdp/administration/server_administration_-_configuring_the_server/kerberos_authentication/configuring_the_administration_tool_to_use_kerberos_authentication#configuring-the-administration-tool-to-use-kerberos-authentication) article, aside from configuring the server, the clients that want to login using Kerberos must be configured as well. So I would just check to see if the Admin tool is configured or not and adjust accordingly if necessary.
If you have a support user account, you also have the option to open a case and have the support team look into this case in more detail.
I hope this helps!