Alright njoylif, it seems you managed to find a very dark place in AppInsight. However, all is not lost. You did manage to find credentials I believe are valid and will work once we get you straightened out.
My recommendation to you is this. Remove AppInsight for SQL from this node the same as you would any other application. Once completed, click "List Resources" from the Node Details view and select any SQL Server instances you'd like monitored. If there is more than one listed it's possible that each of these instances require different credentials.
After you've selected the SQL instances you'd like monitored, go to the "All Applications" resource on the Application Summary View, expand AppInsight for SQL and click on the SQL Server instance you just added. If this is an SNMP managed node a dialog window asking for credentials should appear. Enter the SA credentials for that SQL server instance and click the "test" button. Once the credentials pass verification then you should be good to go.
