I personally have not had any experience with changing the specific user a package runs under. My understanding is that the package always executes in the Agent User context. As far as why the sa login is failing, I recall you said you were not saving passwords in the package which is probably the cause. I don't know that I would want to save that information in the package anyhow.

The way I have setup my servers is by using a domain user and adding it with sysadmin privilidges. This may not be the best practice, which we can discuss in another forum. This would guarantee the Agent User context will have the appropriate rights to the data. I know you said you had added database rights but this may be the missing step.