First of all, Its an information and not an error.
I think the user doesn't have the db_owner / access permission hence this i showing up.
It would better to trace the sql login errors.
The error "Login failed for user 'sa'. reason: Failed to open the explicited database" occurs when the database server is missing the database file or the database file is offline. You should log into the SQL Management studio and verify the status of the vault database on the main server. Make sure the database exists and that you can open it and query a table within it. If the database is missing, you may need to restore or reattach the database. If you see it as "(Offline)" then you need to right click on the database, go to Tasks and click on "Bring Online". See the attached screen shots for how to. Hope that helps.