These messages serve as informational to let users know the SQL trace connection (opened by Foglight for SQL Server agent) has been closed for some reason by SQL Server host and as Foglight SQL Server agent tried to return the connection to the connection pool, the connection already closed so message appeared.
However Foglight SQL Server agent does automatically open / close the SQL trace every 30 minutes interval. As you can see the frequency of these messages in the FglAM log. Foglight uses the SQL trace for deadlocks collection.
As for the reasons why the SQL trace was closed (not by Foglight for SQL Server agent), they could be:
- network issue (FglAM host and SQL Server hosts in different data center, network latency, etc)
- the network / SQL Server configured to close idle connections
- more than one Foglight database agent monitoring the same instance (monitoring same instance on several FMS)