I am working on an installation of PI Coresight and I was able to get it running but not using the suggested Window Integrated Security. On the "PI Servers Configuration" screen I click the test connection and the current user connection fails. I look at the the PI logs and it shows it is trying to connect as Anonymous User instead of as my account. If I set up a trust for the server then the connection works but it connects using the trust which I know because it shows my account in the connecting as column but shows the identity I set up for the trust in the PI User column. I had a similar issue trying to get it to connect to the SQL Server where it kept saying it was connecting as Anonymous user. We have another site that set it up and they said they just manually put the connection string into the web.config and it worked. I did the same and got it to work and connect to SQL Server and connecting as the application pool acount. Here is my setup
PI Server - Server 2008 (High Availability)
SQL Server - Server 2008 SQL Server 2012 - Clustered
Coresight Server - Server 2008 port 8080
Each component is a separate server. I have a domain account called srv_coresight that I set the App pools to run as. I enabled delegation on the Coresight Application server (Page 25 of admin guide). I even tried enabling delegation on the srv_coresight user and that didn't make a difference. My guess was the Kerberos Delegation but I can't seem to figure out what is missing.