Solution:
- Delete Collection Database using SQL Management Studio.
- Now Run below command to delete the collection using TFSConfig Utility:
tfsconfig collection /delete /collectionName:MyCollection
You may need to add Environment Path Variable to TFSConfig tool location usually it is located at: C:\Program Files\Azure DevOps Server 2019\Tools
Now go to your OLD TFS installation and run below command to Detach the Database:
TFSConfig collection /detach /collectionName:MyProject
Take backup, move the database to new TFS SQL Server and re-attach the Project collection either by GUI or through command.
Best of luck.