After some time working on another SQL CLR I am getting an error
Request for the permission of type 'System.Data.SqlClient.SqlClientPermission, System.Data, Version=18.104.22.168, Culture=neutral, PublicKeyToken=' failed.
This procedure needed to access a stored procedure on a remote server. Running that stored procedure within SQL Server Management Studio completed successfully. It just would not execute from my SQL CLR !
Doing online research did not lead to a solution.
Nearly completely tired I dropped by my DBA with this issue who decided to add SQL Account of the target SQL Server to the SQL Server box I was running this stored procedure on and bum no more issue !