SQL Server 2019
With Microsoft OLE DB Driver for SQL Server (MSOLEDBSQL)
The DataTypeCompatibility=80 is important for the XML types to be recognised by ADO.
Provider=SQLXMLOLEDB.4.0;Data Provider=MSOLEDBSQL;DataTypeCompatibility=80;Data Source=myServerAddress;Initial Catalog=myDataBase;User Id=myUsername;Password=myPassword;
See also the other options available for MSOLEDBSQL connection strings.