It appears this is coming from the "sqlserver" probe. There is an out of the box "checkpoint" (or "template") called "long_jobs".
You might get there by going to the IM console, find the robot with the 'sqlserver' probe. Open the configuration for the sqlserver probe. Go to the "Templates" tab. Open the template "long_jobs"
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This template monitors all queries running longer than defined threshold in seconds. the default is "10" seconds.
You can change this if desired. More info: https://docops.ca.com/ca-unified-infrastructure-management-probes/ga/en/alphabetical-probe-articles/sqlserver-sql-server-monitoring/sqlserver-metrics As for what this message means: "Profile: SQL1/long_jobs/Run Query - DB Provider: Code=0x0x80004005 Source=Microsoft Cursor Engine Description=Data provider or other service returned an E_FAIL status" This is coming from MS SQL server.
CA does not have a definition for the message.
There are some articles about "Data provider or other service returned an E_FAIL status" on the Microsoft sites. They may be able to assist.