I need to check the exit status (success/failure) of a query run through SQLCMD utility. For example, the server I am connecting doesn\'t have a database name
I am not sure, but did you tried SQLCMD -m switch? sqlcmd Utility
-m error_level- Controls which error messages are sent to stdout. Messages that have a severity level greater than or equal to this level are sent. When this value is set to-1, all messages including informational messages, are sent. Spaces are not allowed between the-mand-1. For example,-m-1is valid, and-m -1is not.