This is the correct error:
SQL1060N User "" does not have the CONNECT
privilege.
Explanation:
The specified authorization ID does not have the CONNECT privilege to
access the database. The CONNECT privilege must be granted before the
user can connect to a database. This error is also returned when a
switch user request is made with a user ID allowed on the trusted
connection but that user ID does not hold CONNECT privilege on the
database. The connection is put in an unconnected state.
Federated system users: This situation can also be detected by the
data source
The command cannot be processed.
User response:
Contact the system administrator or database administrator for the
database and request a GRANT CONNECT for the authorization ID.
Resubmit the command.
If this error is returned as a result of a switch user request, then
until a switch user request with a valid user ID is made (the user ID
that established the trusted connection or a user ID allowed on the
trusted connection), if any SQL statement is issued, an error is
returned (SQLSTATE 08003). The connection remains trusted when it is
taken out of the unconnected state.
Federated system users: if necessary isolate the problem to the data
source that rejected the request (see the Troubleshooting Guide for
procedures to follow to identify the data source that failed) and
ensure that correct privileges have been granted for that data source.
Some data sources might use a different name than the CONNECT
privilege for the privilege required to connect to a database.
sqlcode: -1060
sqlstate: 08004