The SQL which you point out is for Oracle, not for MS SQL. The Init SQL which you should set to use a default schema other than "dbo" in MS SQL is:
ALTER USER yourUser WITH DEFAULT_SCHEMA = myschema;
Unfortunately if you are using Windows Authentication this SQL will not work.
There is a workaround - when you create a new Domain Class, you could change the schema for it from the Table Editor
when you map the class to a new Table. You should have in mind that by default when you first map a class to a table, the Schema Name field is disabled, so you should map the class first, close the Table Editor and then open it again to edit the mapping.
I hope that helps.
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