Microsoft.Crm.Setup.Server.GrantConfigDBDatabaseAccessAction failed. Windows NT user or group 'MYDOMAIN\SQLAccessGroup' not found.

Solution

In my case, I had a Remote Desktop Session opened with my SQL Server.

So, my solution was: just log off SQL Server remote desktop session

This way everything was closed.Then, got back to my Dynamics CRM setup and clicked on “Retry”. Installation continued smoothly.