Set up an Apache Kafka cluster on your server or use a cloud-based Kafka service. Install Kafka and ensure it's running. You will need to configure your Kafka broker and create a topic to which you will publish the SMS data. Use Kafka's command-line tools to create a topic:
```bash
bin/kafka-topics.sh --create --topic sms-data --bootstrap-server localhost:9092 --partitions 1 --replication-factor 1
```

Register for a Tyntec account and obtain the necessary API credentials (such as API key, secret, and endpoint URL) to access their SMS service. This will allow you to programmatically retrieve SMS data from Tyntec.

Write a script, possibly in Python or Java, that makes HTTP requests to the Tyntec SMS API. This script should authenticate using your API credentials and periodically check for new SMS messages. Use libraries like `requests` in Python or `HttpClient` in Java to handle HTTP requests. An example in Python:
```python
import requests

def fetch_sms(api_key, api_url):
headers = {'Authorization': f'Bearer {api_key}'}
response = requests.get(api_url, headers=headers)
return response.json()
```

Once you retrieve the SMS data, parse the JSON response to extract relevant information such as sender, recipient, timestamp, and message content. Ensure your script can handle different message formats and error responses gracefully.

Integrate a Kafka producer within your script to send parsed SMS data to Kafka. Use Kafka producer APIs available in your programming language. For example, in Python, you could use the `kafka-python` library:
```python
from kafka import KafkaProducer
import json

producer = KafkaProducer(bootstrap_servers='localhost:9092', value_serializer=lambda v: json.dumps(v).encode('utf-8'))

def send_to_kafka(message):
producer.send('sms-data', value=message)
producer.flush()
```

Implement a continuous loop or a scheduling mechanism to repeatedly fetch new SMS messages and send them to Kafka. This could be a simple infinite loop with a sleep interval or a more sophisticated scheduler like `cron` or a task queue if needed for scaling.

Implement logging within your script to monitor its operation and debug any issues. Log successful data retrievals, Kafka message production, and any errors encountered. Use Python’s `logging` module or a similar logging framework in your chosen language to keep track of the script’s activities and performance.

By following these steps, you will have a custom solution to move SMS data from Tyntec to Kafka without relying on third-party connectors. Make sure to handle exceptions and errors gracefully to ensure a robust data pipeline.