If you use the connection “MSSQL Server” and it shows you an error called “Changed database context to 'database name' ” it's because of the MSSQL Server driver which is available from PHP, because it isn't updated frequently. So, when in this driver is used a different schema, this error message is showed. Also, the SRV and SRV PDO drivers are frequently updated.
To solve this issue, you should use the “MSSQL Server Native SRV PDO” connection and, to do it, it's necessary to install the ODBC driver which is correct to your system architecture.
Link to ODBC's driver installation: