Denodo can connect to Hive using Kerberos authentication via JDBC. In your case you have to select Hive 0.12.0 (HiveServer2) as Database adapter. Then, in the Database URI reference to the Hadoop cluster including the url property "principal" with the Kerberos principal for Hive.
Finally, if you have configured the VDP Server for using Kerberos you can check the "Pass-through session credentials" option as well.
Hope this helps!