@Hi @KNYSJOA 
I got the same error when i tried to use databricks-connect, in a local juypter notebook.
Putting log in DEBUG might help you :

logging.basicConfig(level=logging.DEBUG)

Then i discovered the env variable DATABRICKS_AUTH_TYPE was set to "metadata-service", which made the connection failed. I changed it to "pat" (as it is by default in databricks SDK : https://databricks-sdk-py.readthedocs.io/en/latest/authentication.html) and it worked. Of course you have to set up a profile in .databrickscfg, or give them in your code.

Hope it helps !