SP with xp_cmdshell gives an error in the MessageQueue, but executes successfully in Management Studio

I have a SP, which calls xp_cmdshell in it. This SP is being used in a MessageQueue.

The SQL server and Agent services are configured using a Domain service account, and this service account has a login under the sysadmin server role as well.

When the MessageQueue is invoked, the SP returns the following exception :

The xp_cmdshell proxy account information cannot be retrieved or is
invalid. Verify that the ‘##xp_cmdshell_proxy_account##’ credential
exists and contains valid information.

But when I execute the SP in SSSMS, under the service account login (which is a sysadmin), it successfully executes.

I even created the ##xp_cmdshell_proxy_account## credential, but the Message Queue never stops giving this error.

This is how the queue looks like :

CREATE QUEUE [dbo].[TestxmCmdshellQueue]
WITH STATUS = ON ,
RETENTION = OFF ,
ACTIVATION (      STATUS = ON ,
                        PROCEDURE_NAME = [dbo].[SpWithxp_cmdshell_Init] ,
                        MAX_QUEUE_READERS = 5 ,
                        EXECUTE AS N'dbo'  ),
POISON_MESSAGE_HANDLING (STATUS = OFF) 

The Service account is configured as a Local Administrator in the Local Server as well.

The Database owner is “Sa”

I am running SQL Server 2008 R2 Sp2 on a Windows Server 2008 R2 Enterprise Machine.

Answer

Attribution
Source : Link , Question Author : user120612 , Answer Author : user120612