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I ran into some issues using the latest iODBC 3.52.10 version from www.iodbc.org (mxkozzzz.dmg)

Instead of

~/.odbc.ini 
~/.odbcinst.ini 
~/.hortonworks.hiveodbc.ini

it uses (without leading dots):

~/Library/ODBC/odbc.ini 
~/Library/ODBC/odbcinst.ini 
~/Library/ODBC/hortonworks.hiveodbc.ini

Note: iODBCwill link ~/.odbc.ini and ~/.odbcinst.ini to the ~/Library/ODBC/ versions

My setup:

~/Library/ODBC/odbcinst.ini - edit at least host, port and user

~/Library/ODBC/odbcinst.ini - keep as is

~/Library/ODBC/hortonworks.hiveodbc.ini - Change ODBCInstLib to the fully qualified path of iODBC's libiodbcinst.dylib under /usr/local/iODBC/lib/

[Driver]
## - Note that this default DriverManagerEncoding of UTF-32 is for iODBC.
DriverManagerEncoding=UTF-32
ErrorMessagesPath=/usr/lib/hive/lib/native/hiveodbc/ErrorMessages/
LogLevel=0
LogPath=
SwapFilePath=/tmp
#   iODBC
ODBCInstLib=/usr/local/iODBC/lib/libiodbcinst.dylib

{ignore the "5." in the output above - no idea how to get rid of it}

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This was really helpful! Thanks, @Bernhard Walter

I made the changes that you suggested and it helped for detecting Hive ODBC for iODBC Administrator, but not for Excel 15.21 on Mac (I'm following the sandbox tutorial trying to query data from Hortonworks Hive DSN in Excel). I guess I will post it as a separate question.