The log file indicates that the Config.dat file from the Connector .zip file isn't being copied to the folder
C:\Program Files (x86)\OpenDNS\OpenDNS Connector.
The connector was installed from a UNC/Network path and currently that is not supported.
The files must be copied to a local folder, extracted and then executed.
You should uninstall the connector, download the installation files from the dashboard locally on the computer where it will be installed, extract all the files locally and reinstall. it.