SNI.dll

I'll take a look at it, but it's tricky because the SqlClient library hard-codes where it expects the sni.dll file to be.

A workaround is to add the following class to My Extensions:

public static class Fix
{
    public static void SNI<T>()
    {
        // LINQPad knows where sni.dll is and automatically adds the right version
        // (x86 or x64) to the environment %PATH%. This is enough to make most
        // native libraries work, but not Microsoft.Data.SqlClient. So we must copy
        // it to a location that's relative to Microsoft.Data.SqlClient.dll.
        if (!FindInPath ("sni.dll", out var sniPath))
            throw new FileNotFoundException (
               @"Unable to find sni.dll in %PATH%.
Ensure that you're referenced the Microsoft.Data.SqlClient NuGet package.");

        sniPath.DumpTrace ("SNI Path");

        string targetFolder = Path.Combine (
            Path.GetDirectoryName (typeof (T).Assembly.Location),
            (IntPtr.Size == 4 ? "x86" : "x64"));

        if (!Directory.Exists (targetFolder)) Directory.CreateDirectory (targetFolder);

        string targetFile = Path.Combine (targetFolder, "sni.dll");
        if (!File.Exists (targetFile)) File.Copy (sniPath, targetFile);

        targetFile.DumpTrace ("SNI target path");
    }

    [DllImport ("shlwapi.dll", CharSet = CharSet.Auto, SetLastError = false)]
    static extern bool PathFindOnPath ([MarshalAs (UnmanagedType.LPTStr)] StringBuilder pszFile, IntPtr unused);

    static bool FindInPath (String pszFile, out String fullPath)
    {
        const int MAX_PATH = 260;
        StringBuilder sb = new StringBuilder (pszFile, MAX_PATH);
        bool found = PathFindOnPath (sb, IntPtr.Zero);
        fullPath = found ? sb.ToString() : null;
        return found;
    }
}

Note that My Extensions will not need a reference to Microsoft.Data.SqlClient.

Then, from the query that references Microsoft.Data.SqlClient, call this:

Fix.SNI<Microsoft.Data.SqlClient.SqlConnection>();

You will need to call this method only once after downloading the Microsoft.Data.SqlClient NuGet package. However, should you update the Microsoft.Data.SqlClient package (i.e., download a later version), you will need to call the method again. (There's no harm in keeping the call to Fix.SNI in there permanently if you like.)

Thank you so much @JoeAlbahari ! This was such a nightmare to diagnose and you've saved the day!!

Sorry, after digging in extensively, I realized what I was posting to this thread was a related but separate issue and I moved it to a new discussion.