Configuring Identity Type, Certificate, and CSRF Protection for OData connection are threeconfigurations that an Integration Architect should recommend to secure requests coming from Salesforce. Identity Type is used to specify the authentication method for the OData connection, such as Basic Authentication, OAuth 2.0, or Named Principal. Certificate is used to enable SSL/TLS encryption for the OData connection, which protects the data in transit from eavesdropping or tampering. CSRF Protection is used to prevent cross-site request forgery attacks, which exploit the trust between the user and Salesforce by sending malicious requests from another website. Configuring Special Compatibility for OData connection is not a configuration that is related to security, but rather to compatibility issues with different versions or implementations of OData.
Configuring CSRF Protection on External Data Source is not a configuration that can be done in Salesforce, but rather on the external data source itself. Reference: Salesforce Connect: Custom Adapters Developer Guide, page 9-10