If SQL Native Client 11.0 Provider for DaraSet connection is used, then the error
Login failed for user 'user'
is shown when trying to save the connection to base, despite the previous successful test connection.
The SQL Native Client returns the connection string without the password included, even in the SavePassword is checked. This is the peculiarity of the Microsoft system dialog that is present even in the latest version of the SQL Native Client.
Switch on the "Persist Security Info" on the "All" tab.