I like to use ArcCatolog to provide the the path: with it open, navigate to the workspace and up at the top of the window is the actual path. Click, copy and paste it into your code:
arcpy.env.workspace = r'X:\your\copied\path\here'
I hate it when that happens; thing is, your actual path names have spaces in them, right? If you take them out in the python script it's not going t find them....
I had the same problem, and I solved it with copying the sde file to location where there won't be space character in the path. Also, I have renamed the sde file. Example: C:\sde\myconnection.sde