Can't change authentication mode from Windows to both SQL Server and Windows

Here is the solution:

Using SQL Server Management Studio

To change security authentication mode

• In SQL Server Management Studio Object Explorer, right-click the server, and then click Properties.

• On the Security page, under Server authentication, select the new server authentication mode, and then click OK.

• In the SQL Server Management Studio dialog box, click OK to acknowledge the requirement to restart SQL Server.

• In Object Explorer, right-click your server, and then click Restart. If SQL Server Agent is running, it must also be restarted.

To enable the sa login

• In Object Explorer, expand Security, expand Logins, right-click sa, and then click Properties.

• On the General page, you might have to create and confirm a password for the login.

• On the Status page, in the Login section, click Enabled, and then click OK.

Using Transact-SQL

To enable the sa login

• In Object Explorer, connect to an instance of Database Engine.

• On the Standard bar, click New Query.

• Copy and paste the following example into the query window and click Execute. The following example enables the sa login and sets a new password.

  ALTER LOGIN sa ENABLE ;
  GO
  ALTER LOGIN sa WITH PASSWORD = '' ;
  GO

For More Details Click Here

The EXECUTE permission was denied on the object 'xp_instance_regwrite', database 'mssqlsystemresource', schema 'sys'. (Microsoft SQL Server, Error; 229)

You can fix the problem by granting the user direct access to the procedure.

USE master
GO

GRANT EXECUTE ON [sys].[xp_instance_regread] TO [DOMAINUSER];

--To veriy that the user has been granted the privilege
EXECUTE AS USER = 'DOMAINUSER';Select * from fn_my_permissions('xp_instance_regread','Object')

Cannot alter the login 'sa', because it does not exist or you do not have permission.

Error message saying that, You do not have administrator's permissions

Log into SQL Server Management Studio as an Administrator, because only admin user has permission to change passwords for users.

How to change sa user password see here: How to change a password for the sa user in MS SQL? and this link