The error indicates the report uses a SqlDataSource component and the set connection string cannot be found in the start project's config file - Troubleshooting: SqlDataSource Component
Please check the report definition (code) and the settings of all SqlDataSource components. If the connection string is hard-coded, it will be used directly from the report.
If the connection string is saved by name, it will be searched in the start project's config file (under connectionStrings).
I hope this information is helpful.
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