I ran into this same problem with Excel 2016 on El Capitan. Jiaxing Liang is right in that OS X's sandboxing is blocking access to libhortonworkshiveodbc.dylib. You can verify the same by launching /Applications/Utilities/Console and filtering on 'sandboxd'. The Activity Monitor can also display if sandboxing is enabled. View -> Columns -> Sandbox.
As a work around I copied the Hortonworks Hive ODBC driver from the default install location of /opt/hortonworks to /Library/ODBC/hortonworks. I then updated the odbc.ini and odbcinst.ini files to reference the new driver location.
# Driver: The location where the ODBC driver is installed to.
The ErrorMessagesPath in the hortonworks.hiveodbc.ini files was being blocked too so that needed updating as well.