The Issue:
You try to define a data collector for your hypervisor and get the following error: "There was an error accessing the service at the supplied address".
Potential Cause:
The connection between the agent (the data collector) and then hypervisor is done via https and https is disabled in the Internet options.
The Solution:
Enable TLS 1.0.
To analyze current settings, you can also use this tool: https://www.nartac.com/Products/IISCrypto