When we make connection in Salesforce for External Data Sources.
There are two types can be selected:
1. Odata
2. FederatedOpenSearch
Odata connection to access TDV virtual database is fully functional however second option FederatedOpenSearch is not in place right now.
For Odata type connection the Authentication Protocol is "Password Authentication"
whereas for FederatedOpenSearch type connection the Authentication Protocol is "OAuth 2.0"
So far as per my understanding FederatedOpenSearch is not supported by TDV.