By the error attached I suppose that you want to connect to Denodo using Kerberos and SSL.
I think it could be helpful for you to check the section "Set up a DSN on Windows" of the Virtual DataPort Developer Guide. There, you can find how to configure the DSN for using Kerberos authentication and SSL.
To do this, basically you need to set SSL Mode to "require". Regarding Kerberos, in the Datasource options add the following line as the last line of configuration of the "Connect settings" box:
Hope this helps!