I just published a blog post on my company's blog site, which explains the reason why you might encounter the "Value cannot be null. Parameter name: authenticationCredentials.SupportingCredentials" error when connecting to CRM discovery service.
This error could happen when you use CRM SDK code, Plugin Registration Tool, or CRM Developer Toolkit to discover CRM organizations.
Since the blog post particularly discusses the usage SSIS Integration Toolkit and relevant screenshots, so I will keep the post there, but provide a link here.
Hope this helps.