Mssqlprovider improvements

[AmirShitrit]

Description

The main thing here is to switch from System.Data.SqlClient to Microsoft.Data.SqlClient, which is the preferred Nuget package for working with MSSQL, which also supports, among other things, Always Encrypted queries.

Purpose

This pull request is a:

• Bugfix (non-breaking change which fixes an issue)
• New feature (non-breaking change which adds functionality)
• Breaking change (fix or feature that would cause existing functionality to not work as expected)

Checklist

• I have added tests that prove my fix is effective or that my feature works
• I have added necessary documentation (if appropriate)

[CLAassistant]

All committers have signed the CLA.