Hi Kalpeet,
When you perform this step at the same time open a window of agent admin, set all id debug mode and get the actual logs whivh are generated at that time. Also, check the WP trace file for the database error that your get. From the above screenshot, for error 15401, MS SQL server is strictly "case-sensitive", check the user and map the case with MSSQL DB.
Regards,
Divyanshu