I was trying to grant access for an application user for executing xp_cmdshell, but I got some error message saying that either doesn't the user exist, or I don't have the permissions to grant this. Does the user need to be a user in Master ? Or, don't I when logged in as "sa" have the sufficient permissions to grant execute on a SP in master?
I solved it by checking "Control server" under "Properties" > "Securables"
for the login, but I don't actually want this login to have full control.
(And yes, I've read that allowing xp_cmdshell usage isn't recommended at all.)