With the newly added MS SQL Server connector since 14.2, by using "Identity provider(oauth2)" authentication method, we were able to connect to MS SQL Server via OAuth2 authentication.
However, the identity provider must be configured in advance in Administration Manager -> Preferences-> AppliationPreferences->OAuth2IdentityProviders , which is not availble for Analyst in no-server mode.
Please add option to configure OAuth2IdentityProviders for Analyst in no-server mode.