Polybase external data source for SQL Server

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I'm having issues creating an external table in SQL Server which points to another SQL Server.

These are the steps I've taken:

CREATE EXTERNAL DATA SOURCE Polybase_ServerTest
WITH (
LOCATION = 'sqlserver://ServerTest:1433',
--PUSHDOWN = ON,
CREDENTIAL = Credential_PolyBase
);

CREATE EXTERNAL TABLE ext.Person
(
    [person_id] [varchar](9) NULL,
    [given_names] [varchar](20) NULL,
    [surname] [varchar](30) NULL
)
WITH (DATA_SOURCE = Polybase_ServerTest, LOCATION = 'DB_Name.Schema.TableName')

The error I get when creating the table is

Msg 110045, Level 16, State 1, Line 28
110045;User authorization failed: [Microsoft][ODBC Driver 17 for SQL Server][SQL Server]Login failed for user 'TestUser'. Additional error <2>: ErrorMsg: [Microsoft][ODBC Driver 17 for SQL Server]Invalid connection string attribute

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pabechevb On BEST ANSWER

There are two things I would check: Is your SQL Server patched to the latest version? And, have you created the credential as indicated here? https://learn.microsoft.com/en-us/sql/relational-databases/polybase/polybase-configure-sql-server?view=sql-server-ver16