Symptoms
When the SQLDiag utility runs on SQL Server 2017 or 2019, it may fail to generate output because of missing stored procedure temp.dbo.sp_sqldiag14. Additionally, you may receive the following error messages:
In the SQLDiag _sp_sqldiag_Shutdown.out file:
Msg 2812, Level 16, State 62, Server ServerName, Line LineNumber
Could not find stored procedure 'tempdb.dbo.sp_sqldiag14'.
In the SQLDiag\internal\##<ServerName>__RUN_sp_sqldiag_cleanup.out file:
Msg 2812, Level 16, State 62, Server ServerName, Line LineNumber
Could not find stored procedure 'tempdb.dbo.sp_sqldiag_cleanup14'.
Status
Microsoft has confirmed that this is a problem in the Microsoft products that are listed in the "Applies to" section.
Resolution
This issue is fixed in the following cumulative update for SQL Server:
About cumulative updates 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:
References
Learn about the terminology that Microsoft uses to describe software updates.