Hi johnny, I see/understand your point, but my point was that maybe when you started getting to bigger queries that maybe you messed upsomething or where joining this and that creating long load times, but if you're confident it works i'll go with you.
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In the page I do a looping with N queries openning and closing each one and so one
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You have an active connection so I don't think you're actually opening and closeing the database each time. It's just one constant connection.
This has to be one hell of a query / program to have an active connection open for 90 minutes. I've never heard of an autoshut off of 90 minutes in IIS but I don't understand how that would be an IIS issue.... I'd look into your SQL settings to see if it autoshuts off connections of greater then 90 minutes to preserve resources. I'd also look at your analysis services, i've never used it / even heard of it so i'm not sure exactly what it does but it might autoclose the connection to after 90 minutes.
In the off chance it is IIS, it will write it to the logs. If it's closing for this or that reason. And if not, check the event logs to make sure, If something's autoclosing your connection of failing, it will be in there.
hope this can get you looking in the right direction