The masking connector GUI interface does not currently allow special characters in most of the fields, including the Login ID, therefore, it is not possible to use a windows domain account for a Microsoft SQL (MSSQL) connector.
Following the steps below, it's possible to use a domain account:
Switch the SQL server connector from Basic to Advanced
Fill all the information as required and just the username, without the domain part
In JDBC URL, use the following syntax as an example: jdbc:jtds:sqlserver://<serverName>:<portNumber>/<dbName>;useNTLMv2=true;domain=<domainName>
Delphix uses jTDS, the open source JDBC driver for MSSQL databases, therefore it is possible to customize the connection string as preferred.