I was set up high availability for brokers with 2019 windows server and faced this error:

Could not create the database <DatabaseName>. Please check that the broker server has access to the SQL server, the path for -DatabaseFilePath parameter exists and contains the SQL Server database file, the connection to SQL database is correct and SQL database is online. See the SQL Server and broker event log for more details.

Or another one:

Could not add the RD Connection Broker server <servername> to the cluster and migrate the existing Windows Internal Database to the SQL Server database.

The issue appears to be with the SQL Native client, as all guides are telling us to use “DRIVER=SQL Server Native Client 11.0” but Native Client 11 was deprecated many years ago and unavailable on Windows server 2019. So as an option I set up Microsoft ODBC Driver 13 and used it to create the connection to the SQL server.

In the end, the connection string looks like this:

DRIVER=ODBC Driver 13 for SQL Server;SERVER=*server*;Trusted_Connection=Yes;APP=Remote Desktop Services Connection Broker;DATABASE=*database

You can get an ODBC driver from here:

https://www.microsoft.com/en-us/download/details.aspx?id=53339

Don’t forget to install it on all RD Brokers along with the configuration.