During install of the SDM instance, the attempt to create the CDB will fail. The install_mdb.log will error with:
10-29,12:32:59 sqlcmd -S "SQLSERVER\SQL-INSTANCE,12345" -d master -U mdbsa -P *** -e -b -Q "exit(SELECT count(*)+100000 FROM master..sysdatabases WHERE name = 'mdb')"
parse "sqlserver://mdbsa:mdbsa@SQLSERVER%5CSQL-INSTANCE:12345?app+name=sqlcmd&database=master": invalid URL escape "%5C"
Running the above sqlcmd directly will also show the same error.invalid URL escape
All releases of SDM connecting to SQL Server with a Named Instance
Usage of a sqlcmd.exe binary that does not support named instances and specific ports. Even using incorrect values for server name, instance and ports will result in the same error parsing/escaping the "\" separating servername\instance.
Omitting the port number will work, but the SDM installer requires a port number and cannot be overriden
The incorrect sqlcmd.exe binary is 20 MB and running "sqlcmd -?" results in this output (first few lines)
C:\>sqlcmd -?
sqlcmd: Install/Create/Query SQL Server, Azure SQL, and Tools
Version: v1.8.0
One of the correct versions of sqlcmd.exe available, depending on the version of SQL Server Management Studio, will be about 200 KB. Running "sqlcmd -?" results in this output (first few lines)
C:\>sqlcmd -?
Microsoft (R) SQL Server Command Line Tool
Version 14.0.3026.27 NT
Copyright (C) 2017 Microsoft Corporation. All rights reserved.
Assuming the servername\instance and port are valid, the given sqlcmd should return with a login failure or timeout, and an incorrect servername\instance specification should complain that the host is not known.
Using the sqlcmd that comes with SQL Server Management Studio will be sufficient to perform the install.
Database Requirements (link) indicating the required components. Downloading "Microsoft Command Line Utilities for Microsoft SQL Server" is not necessary.