SQL 2016 Server Agent does not read Windows Credential when running a job step with Proxy
When running an SSIS package to copy files to Azure File Storage, a Windows Credential is used with the Azure credential information to be able to authenticate. This works fine in Visual Studio, and when executing package manually through SSISDB when deployed to server - but not when executed through SQL Server Agent using a proxy. The proxy credential have the correct Windows Credentials provided using cmdkey. The package execution fails with "The file name specified in the connection was not valid". Both UNC and drive mapping variant fails.
Nicolas Penin commented
If adding the Windows Credential for a service account that runs the SQL Server Agent service, and execute the jobstep with SQL Server Agent Service Account, it works - it picks up the credential and connects and executes the file operation correctly. But the Proxy does not.