There are 2 distinct issues here:
1. BSARA 1.0.03 is not supported on nchar. So you anyways need to move to char based schemas.
2. The error you are seeing is because the installer is not able to test the database link. The most common reason why this will happen is:
a. Your warehouse database server does not have an tns entry for you OM database server.
b. Your report server does not have a tnsentry for either the OM or the warehouse database.