Is it possible that your firewall is blocking outgoing http connections from Tableau Desktop? See if there are any configuration options. One troubleshooting option is to use Fiddler to trace the underlying network activity.
Thank you Jeff.
I was able to query the data and web data connector is working fine. When i query the data, results should be null for all the rows and all columns. I have ran the same data connector using simulator and able to see proper data. Not sure what i missed. Could you please help me to resolve the issue.