It is recommended that you complete the all steps of the setup process using the cable provided by Drobo. If you wish to use a different cable, it is best to do so after the setup is complete.
Make sure the cable is securely fastened on the back of Drobo and on the computer.
There are two Thunderbolt 3 ports on the back of the Drobo 5D3 for the purpose of Daisy Chaining, which is supported by your Drobo. You should not daisy chain any devices to your Drobo until all the steps of the Setup process are complete. For more information on daisy chaining read the User Guide: http://www.drobo.com/manuals/index.htm#t=5D3_Connecting_Your_Drobo_in_a_Daisy_Chain.htm
Connecting your Drobo to a computer with Thunderbolt 2 will require a 3rd party adapter. Currently the only adapter Drobo is aware of, is the one manufactured by Apple, which only works on Macs running macOS Sierra or later.