SYMPTOM:
In Strategy Developer, user get the following error when attempting to connect to IBM Cognos TM1 9.4.1:

Sample Code/Error
XMLA Discover failed. SOAP Error.
Error type: XMLA error. XMLAError: <faultcode>soap:Client</faultcode><faultactor>http://mel-maruliah/StrategyXMLA/StrategyXmla.asmx</faultactor><faultstring>System.Web.Services.Protocols.SoapException: Fault occurred
at Service.Discover(String RequestType, XmlElement Restrictions, XmlElement Properties)</faultstring><detail><MSTRXmlaErrorCode xmlns=urn:schemas-microsoft-com:xml-analysis Code="00000000" ></MSTRXmlaErrorCode><MSTRXmlaErrorString xmlns=urn:schemas-microsoft-com:xml-analysis String="SessionHandler: ConnectionError: HResult: -2147221164
Description: Class not registered
Source: Microsoft OLE DB Service Components
(Server message -1) UID=admin;Location=10.144.1.22;Catalog=SData;OLAPProvider=TM1OLAP;AuthMode=0; (Server message -1)" ></MSTRXmlaErrorString><InternalErrorCode xmlns=urn:schemas-microsoft-com:xml-analysis Code="0" ></
CAUSE:
Cognos TM1 OLE DB provider is not installed on the machine that the Strategy TM1 connector is installed on. Strategy supports IBM TM1 Cognos data source starting from Strategy 9.0.2.
The TM1 XMLA provider is a XMLA interface written by Strategy. With that interface, communications could go through – this is convenient because Strategy also provides XMLA support for other Cube providers (MSAS, Essbase) so other communication protocols are not needed to add. However, the XMLA provider in turn is not a final data source. It can only talk XMLA to the Intelligence Server, but in turn also has to query the actual data source to get the data in response to the requests it receives.
The Strategy provided XMLA “TM1 connector” is coded to use OLE DB provider from Cognos to query the Cognos cubes, thus OLE DB provider set up on the same machine with the XMLA provider is a prerequisite.
ACTION:
Follow technical note below to install TM1 ODBO Driver on the Strategy installed machine:
KB36482 How to install TM1 ODBO Driver to work with Strategy.
KB415912