I have made the udl working and got the right connection string:

Provider=SQLOLEDB.1;Integrated Security=SSPI;Persist Security Info=False;Initial Catalog=AOR;Data Source=ISCSGCSTEST1\SQL_SGCS

When I used it in web.config, the page returns:

Keyword not supported: 'provider'.

I then dropped off the provider part:

connectionString="Integrated Security=SSPI;Persist Security Info=False;Initial Catalog=AOR;Data Source=ISCSGCSTEST1\SQL_SGCS"/>

But I still got this error message:

A network-related or instance-specific error occurred while establishing a connection to SQL Server. The server was not found or was not accessible. Verify that the instance name is correct and that SQL Server is configured to allow remote connections. (provider: Named Pipes Provider, error: 40 - Could not open a connection to SQL Server)

This is driving me nut!