Bruno,
Thank you for your contribution.

When you are in the Joomla Installation, the DB Configuration panel require to provide the DB parameters to either create a DB (when you have permission) or simply connect on the DB for which the parameters are given.

Those parameters are used to perform a DB connection to the MySQL driver and when the parameters are not correct, this is the message returned by Joomla.
So in your case, when you have changed the parameters and provided other one, this probably mean that previous one was not correct.

When working with several DB and same MySQL user, you may sometime have to check that you have provided the permission to the user and DB (case of cPanel) interface.
You can find a video that show how to create a DB and user in cPanel.
See tutorial.jms2win.info/joomla/multisite-1...create-db/index.html
Perhaps this will help users working with cPanel.