Hello Christian,
The note you are receiving...
NOTE: Credentials for SAS/Connect server were incomplete or not found.
...might be generated if you do not have a password stored in metadata with your metadata identity.
Since the Connect server is not available to PROC STP, it executes the stored process "locally" which means it will execute on the same machine where PROC STP is running. Is your stored process failing to execute or are you concerned about the NOTE statements?
If your stored process fails to execute properly, please open a track with SAS Technical Support and provide the complete log file that is created when you run PROC STP.
To eliminate the note, check your metadata identity using SAS Management Console and the User Manager plug-in. Open the properties for your user identity. Enter (or re-enter) your valid password on the "Accounts" tab. OK out of the user properties. Then rerun the PROC STP step. Do you still get the note that credentials for the Connect server were incomplete or not found?
You can also eliminate the note by specifying the SERVER=LOCAL option on the PROC STP statement, however I realize you already have specified SERVER=your-app-server-context. Remember that your stored process will have an application server context associated with it, so the SERVER= option might not be required.
If you need more information about how PROC STP decides whether to execute the stored process "remotely" or "locally", there is an explanation in the documentation for PROC STP:
http://go.documentation.sas.com/?docsetId=stpug&docsetTarget=p1n8x2zgs6jex1n126j0gi9u61ju.htm&docset...
I hope this helps!
With best regards,
JudeR