Steps to reproduce:

• add kerberos auth on system level and check it with curl for example, make sure that kerberos ticket updated every time and not expired
  https://www.zabbix.com/documentation/current/en/manual/appendix/items/kerberos

• add http check in the zabbix web interface for some host with proper URL to some service.

Result:
Nodata for item or error about wrong code state (404).

Expected:
auth successful and data gathering fine like it possible with curl

curl -v --negotiate -u : http://example.com