@mnorris if you right click on the JIRA connector that is on the gallery you can open it up to see what it looks like on the inside. In the case of that connector, it uses Basic authentication which takes a username and password to create a concatenated string with a colon between the two, base64 encodes them, adds the word Basic in front of the new string, and passes that into a subsequent download tool as a Header. Basic Auth in Atlassian is outlined on their developer page here: https://developer.atlassian.com/server/jira/platform/basic-authentication/
Oauth in Alteryx looks slightly different. Normally in Oauth you would be passing some kind of client ID and client Secret to an authentication endpoint which would return a token that you would leverage in your next request to return back the data. Looking through the Oauth documentation here https://developer.atlassian.com/server/jira/platform/oauth/ it looks like you first need to create an RSA public/private key pair, then create an application link, and finally call the application. Their primary example is in Java, but they also link to a bitbucket site where they have a Python example as well: https://bitbucket.org/atlassianlabs/atlassian-oauth-examples/src/master/python/
You might find that using their Python example in a Python tool within a workflow is easiest. Then you would just pass the results out as a dataframe to whatever anchor you want in the Python tool. I like the download tool for its simplicity, but given that they already have a built out example you might find that leveraging their template is the quickest/most direct approach.
