I have two AWS accounts in the same orgnization. account A and account B.
In Account A I create a VPC and deploy a database cluster in this VPC.
In Account B, I use QuickSight in Account B, so I share the VPC in Organization through VPC Sharing.
Then I try to create VPC connection Account B QuickSight, but I got the error.
I tried to create a VPC Connection in QuickSight with VPC owned by Account B, it is okay.
I also tried to create a EC2 instance in Account B with shared VPC, in the EC2 instance, also can connect to database cluster in shared VPC.
I checked the security group name is correct, it is the security group used in Account A.
My fault, the Security group should be created and owned by account B.