I have tried to connect the Denodo from Power BI by following the steps mentioned in the user manual [Denodo Power BI Custom Connector - User Manual](https://community.denodo.com/docs/html/document/denodoconnects/7.0/Denodo%20Power%20BI%20Custom%20Connector%20-%20User%20Manual). I was able to retrieve the data from Denodo.
By going through your question, it sounds like the error related to the Power BI tool. So, I believe that the question can be posted on the Power BI community with a detailed error message.
Hope this helps!