What does "Data Source cannot be empty. Use :memory: to open an in-memory database" mean?

There's a space after your data source: Data Source= D:\XXX.db. Also, in your copy/paste, there's no closing quote to the connection string. Here's a connection string that works for me for the testing tool:

@"Data Source=C:\Temp\Test.db3;Pooling=true;FailIfMissing=false;Version=3"