If you need to add an external datastore in UCCX with MS SQL server that is using Windows Authentication and having problems with it due to not able to add domain on the username field with any special character like "\" nor "@" you actually need to leave out the domain information from "username" field as it should be included in the JDBC URL:
=jdbc:jtds:sqlserver://<ipaddress>:<port>/<db_name>;domain=<domain>;useNT LMv2=true
Ensure that the JDBC URL looks similar to the following, with the IP address and Domain name updated appropiately.