Error connecting Hortonworks Hive ODBC in Excel 2013
The problem is the Hive driver from Hortonworks. For some reason, it's not compatible with Excel or Power BI.
I downloaded Microsoft Hive ODBC from https://www.microsoft.com/en-us/download/details.aspx?id=40886 and everything works perfectly. Make sure to choose SASL and not HTTP when creating User DSN.