Error 86 occurs on the initial connection to Spotlight on SQL Server.
Windows Authentication is not enabled in the connection properties, only SQL Server user account with the System Administrators role.
Unable to access the machine with the SQL Server with the correct Windows account.
Please right click on the connection icon from the Spotlight Connection Manager > then click on Specify Windows connections details and specify the domain/username/password. This is needed in order for Spotlight to communicate with the Windows machine where SQL Server is located.
Then, make sure to check the box for "Collect information on the Operating System."
If you do not have a privileged Windows account on the database server, then uncheck the box.
You will still be able to collect SQL Server information, just no operating system information.