When deploying the Microsoft.BizTalk.ESB.BAM.Exceptions.xml BAM activity (as part of the Core ESB Toolkit install) we ran into this error:

OLE DB error: OLE DB or ODBC error: DBNETLIB][ConnectionOpen (Connect()).]SQL Server does not exist or access denied : 08001

Errors in the high-level relational engine. A connection could not be made to the data source with the DataSourceID of ’bam_ExcByApplication’, Name of ’bamExcByApplication’

The issue was that we used a SQL Server Alias while configuring BizTalk to point to our backend SQLservers. This apparently led to the alias name being embedded into the Analysis Services artifact generation when we tried to deployed the BAM Activity. We had the SQL Server Alias on the two BizTalk application servers. We did not have it on the two Analysis Services cluster nodes. Once we added it to the SSAS nodes we were able to successfully deploy the activity.