The Jet4 driver doesn't handle the DBPROP_AUTH_PERSIST_SENSITIVE_AUTHINFO property which is passed in SetProperties. On return that property is marked as DBPROPSTATUS_NOTSUPPORTED and returns DB_S_ERRORSOCCURRED.
In this case, we dont care that isn't not supported and should allow the DataSource to succeed.
-- v2: oledb32: When creating a Data Source, handle non fatal errors.