Please review the Qualtrics site for assistance. Tableau Integration - Qualtrics Support
Web Data Connectors are methods for Tableau to connect to data sources for which Tableau has not built in data connection tools. The Web Data Connector for Qualtrics appears to be created and supported by Qualtrics.
Did you get this WDC working? If so, would you be so kind to share this information here. I'm having the same problem. I think it might have to do the secondary domains...
If you have not added the domain to the secondary whitelist, this is likely the cause of your issue. The secondary whitelist is required, though the term "secondary" may feel to some users that it is optional.