I am running P6 Professional R8.3 w/ Microsoft SQL 2012 in a Terminal Services environment. I able to log and connect into the database but as soon as I logoff, my database connection is lost. When logged on to windows as Administrator (DOMAIN) the settings are saved correctly. All others it does not retain settings even if the user is a domain administrator and has full administrator rights. Settings are only saved for the user Administrator. I'm guessing it is a SQL permissions issue but I can't be certain as I have fiddled with the SQL permissions.
First thing to note is that SQL2012 is only became supported with 8.3 SP1 so I suggest upgrading to that first.
Second, I highly suggest making sure that the sql accounts get 'unplayed with' this can cause havoc with your database later on (like deleted projects re-appeaing when you log out/in). There is an article on My Oracle Support that covers what sql roles each account should have (Doc ID 902749.1)
All that being said, none of this should be affecting the Alias information that is stored by the client.
For that I would recommend going through the article on My Oracle Support that covers the minimum permissions (Doc ID 1409273.1)
There is a couple of files and a registry entry that are all involved with the database alias's so I would pay attention to them when going through the article.