When trying to connect a ServiceDesk project to a Confluence space, and the Confluence instance does not allow anonymous access (presumably), the following error is always rendered:

The AppLink is correctly configured on both ends, and other JIRA to Confluence integration which relies on the AppLink is also correctly working.
For example: on a JIRA issue page, you can correctly link to a confluence page by searching for the page to link to, in the JIRA issue link dialog.