SQL Server blocked access to procedure sys.sp_OACreate

First thing to check is if this feature is enabled on the SQL Server side.
To view the current setting of OLE Automation procedures:

EXEC sp_configure ‘Ole Automation Procedures’;
GO

If the run_value is 1 then the feature is enabled. If 0 then then feature is disabled.

SQL Script to enable ‘Ole Automation Procedures’

sp_configure 'show advanced options', 1 
GO 
RECONFIGURE; 
GO 
sp_configure 'Ole Automation Procedures', 1 
GO 
RECONFIGURE; 
GO 
sp_configure 'show advanced options', 1 
GO 
RECONFIGURE;

After you have enabled ‘Ole Automation Procedures’ you will need to grant the users permissions.