I had named my Index Services catalog DNN-DMX and MS Index Service had no issues with this. But, when I tried to attach catalog in the DMX options, I got the error message, but with an empty message description. I deleted catalog and created again with name DNNDMX with all the same settings, and I could attach catalog just fine. There must be something in DMX that doesn't like hyphens ('-') in the catalog name.
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