To resolve this issue, I would check if the File System URI provided during the datasource creation is correct. I would also suggest you to verify the credentials in the wrapper configuration file custom core-site.xml to see if it's same as the file system URI.
You can also refer to the [Denodo Distributed File System Custom Wrapper - User Manual](https://community.denodo.com/docs/html/document/denodoconnects/7.0/Denodo%20Distributed%20File%20System%20Custom%20Wrapper%20-%20User%20Manual) to get detail information about how to configure the datasource for Azure Data Lake Storage Gen2.
There is also a similar [community question](https://community.denodo.com/answers/question/details?questionId=9060g000000bmXlAAI&title=Connecting+to+Azure+Data+Lake+Store+Gen2+errors) which addresses the same issue.
Also, if you are a customer with a valid support account, you can open a support case at support.denodo.com in order to follow up with a support agent on any connectivity issues you may be having.
Hope this helps!