If you received this error message "CREATE PROCEDURE permission denied in database 'SMS_XXX'"
What this means is the "Create Procedure" permission is missing from "Webreport_approle" database role.
To Fix this issue, perform the following:
Open a Query window and execute the following SQL statement:
Grant Create Procedure to [Webreport_approle]
Now you are going to ask why does the Webreport_approle need this permission, the answer is it does and I will show why in another blog post.