Question

The statement of the validation query is not closed when an exception happen. The close should be moved to a finally block I guess.

https://github.com/Microsoft/mssql-jdbc/blob/dev/src/main/java/com/microsoft/sqlserver/jdbc/SQLServerConnection.java#L5584

The comment below suggest you would have to catch exceptions and to set valid=false. This complicates the code but looks like the right thing to do.