Have never used SQL, so cant comment on that exactly, but I know when I set up MySQL, you must make a user that can accept connections either from any source, or the specific IP address that the ODL PC is running on.
The user must have rights to the DB you are trying to modify.
Lastly, I had a situation where the Windows ODB Data Source test button would work, but my connector would fail.
Turns out that I had to edit the my.conf file on the Linux PC and tell MySQL to 'skip_name_resolve'. Once I added that line, (and got the user set up right), things started working a treat.
Perhaps some of that might apply to SQL on a Windows PC.....?