When I add a layer from our SDE it displays fine and I can edit - but when I go to save and close the MXD then reopen it back up the data sources connections are lost (screen shot 1 below) then once I set data source it works (screen shot 2 below).
To make it more confusing - when I open the MXD and remove the layer then re-add it back in the connection works!
I have ArcGIS 10.6, SQL Server, and Windows 10