Hi,
had exactly the same problem. You need to update the dll for integrated authentication,
must be mssql-jdbc_auth-9.2.0.x64.dll now as Sonarqube ships with
%SONARQUBE_HOME%\lib\jdbc\mssql\mssql-jdbc-9.2.0.jre11.jar
Get it here Release notes for the JDBC Driver - SQL Server | Microsoft Docs
Just put it on path - i simply used the /bin folder of the jdk - and it should work.
Gilbert