I don't know that I'll be able to troubleshoot this with you, but I can share a link with you that might help. Carl Prothman has a huge list of connection strings for OLE databases, which includes at least 5 different connection strings for SQL server, depending on server settings.
You can find the SQL section of his page here.
HTH,
Ken Puls, CMA - Microsoft MVP (Excel)
I hate it when my computer does what I tell it to, and not what I want it to.
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