The story:
Virtual environment SQL, SCOM, SCCM each on his VM, everything is working. SCOM server gets deleted (the entire VM is gone). In order to reinstall I delete old SQL databases and files (scom & scomDW).
Recreate a VM, install OS (2012R2), prerequisites, recreate accounts (action account, data access account, write account, read account). Action account and data access account are local admins on the installation server. Firewall rules ware verified. Collation is correct. The problematic update isn't installed. The client is not installed on SQL server. the setup is runed under a domain admin & SQL sysadmin.
The problem
When installing "management server" Management server returns a warning then passes to Data warehouse configuration just to fail.
First error from the log says : Error: :DB operations failed with SQL error 2812: Could not find stored procedure 'p_MOMManagementGroupInfoSelect'.
Last error says that it's unable to connect to management server.
Any idea is useful so THX!
The problem was fixed by checking the "security admin" tag in SQL for the account that was making the install. I must mention that the account was already sa and dbcreator.