I see that Cognos TM1 has a RESTful interface compliant with OData4. This means that you can connect to TM1's REST API using Denodo's JSON Data source. I would encourage you to check out https://community.denodo.com/docs/html/browse/6.0/vdp/administration/creating_views/importing_data_sources_and_creating_base_views/json_sources to understand how you can configure the JSON data source for your case.
Also, using a custom connector is always an alternative to connect to any technology which does not have any default connector implementation. You can see https://community.denodo.com/docs/html/browse/6.0/vdp/developer/developing_extensions/developing_custom_wrappers/developing_custom_wrappers for more details.
Hope this helps!