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This suggest that your server is potentially missing some SSL certificates and is not authorising your Alteryx connection.
I've been working with both technologies for the past few years and have never come across this one.
I'm aware of some other limitations like 5K for a single data pull, funny behaviour with lists with many fields etc., but my setup has never created such error.
What i would do myself (this is provided i have server access), i would go to server remotely and try navigating to your SP site via browser and see if this is working fine, my theory is that it will not work and most likely you'll need to work with your support team to address this security element before resolving your Alteryx connectivity issue.
Do you know how the connection works in the background? The tool requires entering access credentials (which I'm passing as App parameters), does the server worker need access to that sharepoint anyway?
I'm also planning to create macros for the same and publish on the Public Gallery for everyone to consume in an app encapsulated format, but this may still take a few weeks until i fully QA this and release.