KB4462919の不具合のようです。
SqlConnection install throws error on .NET 4.6 after recent .NET Framework updates
Use of a SqlConnection constructor can lead to a stack trace that resembles the following:
System.Runtime.Serialization.SerializationException at System.AppDomain.get_Evidence() at System.AppDomain.get_Evidence() at System.Configuration.ClientConfigPaths.GetEvidenceInfo(AppDomain appDomain, String exePath, String& typeName) at System.Configuration.ClientConfigPaths.GetTypeAndHashSuffix(AppDomain appDomain, String exePath) at System.Configuration.ClientConfigPaths..ctor(String exePath, Boolean includeUserConfig) at System.Configuration.ClientConfigPaths.GetPaths(String exePath, Boolean includeUserConfig) at System.Configuration.ClientConfigurationHost.RequireCompleteInit(IInternalConfigRecord record) at System.Configuration.BaseConfigurationRecord.GetSectionRecursive(String configKey, Boolean getLkg, Boolean checkPermission, Boolean getRuntimeObject, Boolean requestIsHere, Object& result, Object& resultRuntimeObject) at System.Configuration.BaseConfigurationRecord.GetSection(String configKey) at System.Configuration.ConfigurationManager.GetSection(String sectionName) at System.Data.SqlClient.SqlConnection..cctor()