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That error does usually result from incorrect or expired credentials. Are you able to log in to https://login.salesforce.com with the same username and password? If so, can you (or your SFDC admin) try resetting your API token?
If you are still encountering issues please contact Alteryx support by creating a case, you may mention this post as well. We would be happy to help troubleshoot this and get on a webex with you as need.
Sabrina Blanck Sr. Customer Support Engineer – Connectors SME Alteryx, Inc.