To be able to connect you need administrator permissions in Criteo. If you're unable to select an advertiser it's because you do not have administrator level permissions for that specific advertiser. See also below.
You can check and revoke access you have given at the Criteo Consent Portal.
Setting up new Credentials
Press either reconnect or connect a new Criteo source, then press New Credentials.
The next step will take you to Criteo's consent page. First login to Criteo:
Once logged in you will be presented with a list of advertisers to grant access to:
Please select the advertisers that this set of credentials should have access to.
Then press Approve.
If it says "Already granted" just go ahead and press Approve.
You should now have a new set of credentials for Criteo.
If the list of of advertisers is greyed out this means that the user does not have the necessary permissions. Please contact Criteo to get administrator permissions.