Symptoms
Assume that you use Management Data Warehouse (MDW) in a named instance of Microsoft SQL Server 2016 or 2017. When you try to reconfigure MDW settings by using SQL Server Management Studio (SSMS) or by executing the sp_syscollector_update_collection_set stored procedure, you may receive an error message that resembles the following:
Msg 14684, Level 16, State 1, Procedure ProcedureName, Line LineNumber [Batch Start Line LineNumber]
Caught error#: 14684, Level: 16, State: 1, in Procedure: ProcedureName, Line: LineNumber, with Message: Caught error#: 14262, Level: 16, State: 1, in Procedure: ProcedureName, Line: LineNumber, with Message: The specified @ServerName (...) does not exist.
Resolution
This issue is fixed in the following cumulative update for SQL Server:
Each new cumulative update for SQL Server contains all the hotfixes and all the security fixes that were included with the previous cumulative update. Check out the latest cumulative updates for SQL Server:
Status
Microsoft has confirmed that this is a problem in the Microsoft products that are listed in the "Applies to" section.
References
Learn about the terminologythat Microsoft uses to describe software updates.