Hi @shashi das ,
I think your login account is not ##MS_policyEventProcess. Such as below screenshot in my environment, I using contoso\administrator account to connect to SQL server, then i choose the contoso\administrator account as below screenshot. Please check your environment again.
This scenario, in which one computer connects to another computer to connect to a third computer, is called a double hop. Did you configure security account delegation for your login account? Please refer to the MS document Configuring Linked Servers for Delegation to get more detail steps.
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