I have some remarks on some of your statements.

The oracle client does not need a tnsnames file. With SAS you can give parameters for that in the libname sql statement as follows.
path=´(DESCRIPTION=
(ADDRESS = (PROTOCOL = TCP) (HOST = ) (PORT = ) )
(CONNECT_DATA = (SID=) )
)´
This even not well documented in the SAS/Access manuals .With every type of external DBMS there are a lot of variations. , within the intelligence platform the options are is more limited.

Using the intelligence Platform should be go with the leaving the mindset of having your own machine. Today there are no “own machines” anymore in datacenters as they are tending to deliver virtualized machines. This approach is having a lot of advantages with D&R. That is relocating the virtual machine.
The Enterprise Platform of SAS is introducing a lot of servers, metadata serverm object spawner )Lev context) logical appserver , workspace server, stored process server, batch server, connect spawner. The all run mostly on a single machine. The word server is confusing as like the Windows services tasks.

Do want or need to access many types of external database for one (1) client process. It is the setting of is application server context or at the dedicated server where all is facilitated. There are a lot of usermod options for the autoexec config en OS-script settings.
This a complete other world and other approach as the local do it by yourself SAS installation on a pc.