He claims he didn't say it. What further clarity is needed for that side of the story?
It's up to Warren to clarify what she means, since she's the one claiming Sanders said it, and since she's claiming something that can be read at least two ways, one of which is neutral, one of which is damning. By leaving the claim unclarified, and also standing upon it to make political noises about discrimination against women in politics, she is insinuating it should be read as the latter. I don't trust anyone who exploits a lack of clarity like that, especially when they have had multiple opportunities to clear it up one way or the other. It speaks to an attempt to avoid clarity and press its absence into the service of opportunism.
We don't know the context at all.
That is, we don't know whether she asked him, completely out of the blue, if he thought a woman could win in 2020, or if the question arose as part of a longer discussion (and, if it did, what preceded and followed the exchange in question).
Nor do we know precisely what his answer was; I would have thought that the natural way to answer the question would have been, "Of course I do -- after all Hillary won the popular vote in 2016 -- but because he's a racist, sexist and a liar, he'll doubtless attack her for being a woman, so she'll have to be prepared to deal with that" (i.e. what he says he said but with the two points in reverse order to the way he summarises it.
Nor, as I said, do we know what followed -- how she reacted (if at all) to being told, as she says she was, that he didn't think a woman could win, or how the conversation progressed from that point.
All we do know is that she seems to have come away with the impression he'd said one thing, and he came away with the impression he'd said something different.
To my mind, it sounds like a simple misunderstanding, though I have to wonder why it didn't surface until now. If she'd wanted to attack him for something, I'm sure she could have found a better line of attack than a two-year-old conversation that neither of them is going to remember too well at this point.