Issue can be replicated when there are multiple subgraphs.
Initialising connector to a subgraph named: agblog_subgraph. Instead of providing  subgraph name in cli we need to define the path of subgraph.yaml for respective subgraph.
Example
ddn connector init agblog_mysql --subgraph agblog_subgraph/subgraph.yaml --hub-connector hasura/mysql
This doc suggests just the name.
ddn connector init my_mysql --subgraph my_subgraph --hub-connector hasura/MySQL 
Here is the error when just the subgraph name is mentioned as per the instruction
