SQL Sentry username cannot be resolved

Hello, I am new to SQL Sentry and have it all setup on an Azure VM connected to Azure SQLMI for it's database which was in the support configurations.  My issue is, everytime I go into contact and add either my domain name or a local user name, I always get am unable to resolve username error.  No matter what I do, I get this error.  Because of this, when I try to use the web console, I get a permission denied error.  

I opened a ticket on this several days ago, but the technician has been less than helpful, just telling me to do the same procedure I opened the ticket doing.  Has anyone come across this before?