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Thank you for posting your question; I'll be more than glad to help you out.
First, there is no SQL Server 2018, either 2017 or 2019 ;-)
Just from your picture and your explanation... your server doesn't look like it is domain-joined... first the server has to be a domain member to connect/select AD-Users from a domain controller.
So that's why you only can select a user from the "domain" mysql...
PS: your naming is very confusing ;-) Are you aware that there is another database product called MySQL from Oracle?
I hope my answer is helpful to you,
Your
Bjoern Peters
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