OPENROWSET BULK Permissions to Shared Folder

Question

OBJECTIVE

Use the OPENROWSET feature to JOIN data in a query against a text file.

ERROR

Leveraging the answer from @gbn on this question I am trying to

Answer 1

If you are logged in as a SQL login then you must create a credential for this login and this credential must have sufficient privileges to read the share.

If you are logged in as a Windows login then you must enable Kerberos constrained delegation for the SQL Server service account.

Right now it seems you're using a Windows login and because the impersonated context cannot flow through the 'double hop' the authentication resolves to ANONYMOUS LOGON, which is not member of Everyone, hence the access denied. All this is exactly the expected behavior. Consult your network administrator about how to setup constrained delegation for the SQL Server service account targeting your desired share.