A million rows isn't pushing any limits. It looks like a problem with Anaplan Connect, but I'm not sure where, as it doesn't provide a stack trace any more. If you pass the -d or -debug flag on the command line we might get a bit more detail on how far it got.
@ben_speight is really the master here, just wondering what version of Anaplan Connect you are working with? I had similar issues using a previous version of Anaplan Connect but the bug was fixed in 1.4.4.