In order fields to be loaded in the Data Explorer, the adapter must establish connection to the underlying database (check the table adapter's class). When this operation is initiated by the integrated in Visual Studio Report Designer the connection string is not picked from the project's configuration file, but from the start application's configuration (devenv.exe.config
If you copy the connection string in your project with the viewer, and run preview of the report, there will be no error on screen.
You can also use the approach described in the How to: Bind to a DataAdapter
I hope the above information is helpful.
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