Sorry for late reply. First, I created a pre-assigned library in SAS Management Console and tested in Enterprise Guide and Data Integration in the same server that Credit Scoring uses. Connection is ok. Then, I updated the library_master table (code below). I tried leaving libname_statement empty too, but no effect, so I added the libname statement.
PROC SQL;
update APDM.LIBRARY_MASTER
set library_reference="fm_orcl",
libname_statement='LIBNAME fm_orcl ORACLE PATH=XXXXX SCHEMA=XXXXX AUTHDOMAIN="OraAuth" ',
im_metadata_path=''
where library_sk=1000001;
QUIT;
Unfortunately, in the Data Sources tab from Credit Scoring, I got the following error (see below). Do you know if there any log or a way/check-list to figure out the problem?

By the way, if this connection works, it wouldn't be necessary to have a Foundation Mart to make Credit Scoring build ABTs, right? We already have a datamart in another databases and it would simplify the huge data movement we need to do the Foundation Mart in SAS.
Thank you @sanchit013 for your help as always.