I just spent ages trying to get the first XenApp 6.5 server in a farm to connect to SQL and create the database tables.
Every time I ran the XenApp Server Role Manager configuration it would get to the Initializing Datastore stage and then fail with Initializing the Citrix data store failed. The install log didn’t have much of use but it did say to check the Windows Event logs.
In the Windows System log was Event ID 3989
Citrix XenApp failed to connect to the Data Store. ODBC error while connecting to the database: S1000 -> General error: Invalid file dsn ”
I searched around and it seems lots of people have been having issues with people reporting different fixes.
What did fix it for me was starting XenApp Server Role Manage with elevated rights. Even though you are prompted to elevate rights when you open it normally. I have seen this before with Citrix hotfixes where I have been prompted by UAC to elevate rights but the hotfix has failed to install until I ran it from a command prompt with elevated rights.