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.
Microsoft has confirmed that this is a problem in the Microsoft products that are listed in the "Applies to" section.