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SQL EXPRESS - Same UDL on two identical machines but only one will connect

Okay so 'identical' may be slightly inaccurate, but I have 2 Windows 10 Pro PCs on the same network, neither are on a domain. Both machines have what I believe are the same SQL Native Client 11 and ODBC SQL drivers installed.

The database instance SQLEXPRESS is installed on a server i.e. MY-DATA - both machines can ping MYDATA.

I have created a UDL file to MY-DATA\SQLEXPRESS using the sa account to connect.
On one machine it will connect fine on the other it throws up the error:
[DBNETLIB][ConnectionOpen (Connect()).]SQL Server does not exist or access denied.

I am now a little stuck as to where I should go next to troubleshoot the issue and any ideas would be very much appreciated.

Thanks in advance.

Joe.

I would start by looking at the incoming filters in Windows Firewall on the server.

Thanks IFor - There's a large number of filters - none with a name that calls out to me - is there anything that can help me narrow down the search?

Also - not sure if it matters but only Shared Memory and Named Pipes are enabled.

It is probably best to speak to your network people.
I tend to look for entries with Host in the name and then look for IP addresses in the scope tab. This may be specific to how our network in configured which is way beyond me.

can you telnet and see.