I have checked user id and password which we used in this connection is correct and not expired/locked.
Also we checked RFC connection INTEGRATION_DIRECTORY_HMI and PROXY connection in our Dev environment; there also we are getting same error as above(Plz find Connection.jpg). But we are able to see proxies after executing SPROXY t-Code in development environment.
Could any one please help me why this is happening?
Have you checked your RFC connection to ESR?
Can you also run tcode SLDCHECK in your QA environment to see if there are any issues?
As suggested by Rakesh, please go through the links from Indrajit to setup your QA ECC connection to SLD first.
Here is also an additional link from SAP library for your reference.
If you are still getting error, please provide screenshot of your error when running SLDCHECK in your QA ECC system. There are a few steps being executed during the check and it would be easier for us to assist you if we know which step you are stuck at.
Looks like the proxy connectivity has not been completely setup in your QA environment. There are a few configurations that need to be completed before you can use SPROXY.
Suggest you replace the ID/Password (or populate if it is left blank) with another valid set in RFC destination SAP_PROXY_ESR and check SPROXY then. One catch here is, if you only perform a connection test for SAP_PROXY_ESR, it will give 200 ok even without an ID/Password. That is the reason I'm stressing on it.
Not really sure what PI and ECC versions you have. From the blog below, SAP_PROXY_ESR is the newer way.
1. If we have the SAP_PROXY_ESR destination we don't need to create LCRSAPRFC as it's obsolete if you use SAP_PROXY_ESR.
However, if it doesn't work, please try out Indrajit's suggestion.