Notwithstanding this question, I still have not determined the error in my configuration causing the JMeter JDBC sampler to reject integrated security.
- Downloaded the SQL Server JDBC package for x64 and installed mssql-jdbc-9.4.1.jre8.jar in JMETER_PATH\lib.
- Installed mssql-jdbc_auth-9.4.1.x86.dll in JMETER_PATH\lib, too, but, as advised on the Blazemeter comments, I also installed it in C:\windows\system32, since it is on my java.library.path.
- Restarted JMeter.
Still getting the error in the Response:
Cannot create PoolableConnectionFactory (This driver is not configured for integrated authentication. ClientConnectionId:9c225a40-362d-4aba-8339-cfab9270048f)
JMeter version is 5.4.1.
Updating with screenshot showing os.arch, java.library.path, and placement of the DLL.
Database URL: jdbc:sqlserver://myservername:1433;integratedSecurity=true

Add a Debug Sampler to your Test Plan and configure it like:
Look for
os.archproperty, it should beamd64orx86_64, if it isn't - geta 64-bit Java SDKLook for
java.library.pathproperty, copy themssql-jdbc_auth-9.4.1.x64.dlllibrary to one of the folders which are in thejava.library.pathRestart JMeter to pick up the .dll
Make sure that
integratedSecurity=truestanza is in your JDBC URL like