You're absolutely right. The grants must be exactly as specified in the documentation; having the ALL PRIVILEGES permission does not cover the other required grants. After executing those three GRANT statements on the catalog, schema, and table, the error message changed to:

message: "Unsupported table kind. Tables created in default storage are not supported. Error Code: 4024, Error State: 0."

This happens because I'm using a MANAGED table with the default storage location. As I understand it, I now need to create a new table that uses a specific storage location, for example in an AWS S3 bucket, instead of the default storage, as indicated in the documentation:

"The connector supports writing only to managed Delta tables. Writing to default storage is not supported."

Source: https://docs.databricks.com/aws/en/ingestion/zerobus-limits

Thank you so much for your help!