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Can you please double check your inbound rules in the security group used? Ensure you have an inbound rule to the security group allowing itself as source and Traffic as 'All traffic'. When RDS responds to this connection request, the response reaches 'security-group' again (since the VPC connection of QuickSight also uses the same security group) but on a random port. This is the reason we allow 'All traffic' in the inbound rule that was created. This response reaches QuickSight and a connection is established.
Inbound sg rules: https://docs.aws.amazon.com/quicksight/latest/user/vpc-sample-rules.html
Thank you for your answer. I can confirm that my inbound rules do follow the pattern provided in the sample rules page.
Thanks for checking. Can you please validate if your RDS DB is publicly accessible or not? If yes, connect with the private connection option in QuickSight using the private IP of your RDS instance. Plus validate the steps outlined here https://aws.amazon.com/premiumsupport/knowledge-center/quicksight-redshift-private-connection/
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Hi, Can you share our RDS and QuickSight security group configuration rules?