Does the account of the user has enough permissions to login the SQL instance and on the database(s)? Take a look in the SQL Logging and determine the "state" and the "severity" of the connection failure. With that you can determine what is the root cause of the login failure.

About the execution of the CMD file: do you have the setting to allow XP_CMDSHELL enabled?

Please post error messages and applicable logging where possible. We can give you better help if we have all the information at hands.