My data class calls a method to get the schema. It had this:

Using loSQLConnection As New SqlConnection(oApp.aConnection(nConnectionString, 1))
   loSQLConnection.Open()
   oCommand.Connection = loSQLConnection
   oDataReader = oCommand.ExecuteReader(CommandBehavior.SchemaOnly)
   oDataTable = oDataReader.GetSchemaTable
End Using

The loSQLConnection.Open() was not necessary. Once removed, no connectivity remained.

The updated code is as follow:

Using loSQLConnection As New SqlConnection(oApp.aConnection(nConnectionString, 1))
   loSQLConnection.Open()
   oCommand.Connection = loSQLConnection
   oDataReader = oCommand.ExecuteReader(CommandBehavior.SchemaOnly)
   oDataTable = oDataReader.GetSchemaTable
End Using

But, later on, still in the DataAdapter.Fill() command, this applies a permanent connection to something.

Using loSQLConnection As New SqlConnection(oApp.aConnection(nConnectionString, 1))
   oCommand.Connection = loSQLConnection
   oDataAdapter.Fill(oDataSet)
End Using

When that command executes, something remains stuck in memory. I have tried, oCommand.Connection.Close(), oCommand.Dispose(), oDataAdapter = Nothing and all of that at the same time.

Do you see anything in there that is missing?