In order to connect to Jira you can use a Json Data Source.
I was able to connect with the following configuration:
* Data Route: HTTP Client.
* Base URL: *`https://<your_user>.atlassian.net/rest/api/latest/`*.
* Authentication: Basic.
* Login: <your_email>, used to authenticate on atlassian.com.
* Password: the token you generated (I got mine from [here](https://id.atlassian.com/manage-profile/security/api-tokens)).
To retrieve all the issue:
* Create a base view over you json data source with GET method and relative URL: *search* (this will return all the issues).
* Use a Flatten View to transform the Base View in a tabular format. In particular I would flatten at issues level and delete some field from the output (expand, startat, etc.).
Please refer to [JSON Sources](https://community.denodo.com/docs/html/browse/8.0/en/vdp/administration/creating_data_sources_and_base_views/json_sources/json_sources#direct) and also [HTTP Path](https://community.denodo.com/docs/html/browse/8.0/en/vdp/administration/creating_data_sources_and_base_views/path_types_in_virtual_dataport/http_path) of the VDP user guide.
Hope this helps