MVC 5 Asp.Net Identity Authorize Attribute error

Question

I migrated my MVC application to ASP.Net Identity 2.0 from SimpleMembership and remove all reference of latter from application.

But whenever I use the authorize attribute in my controller, I come across the SQLExpress database file auto-creation error: . (BTW, I'm using Ms SQL 2012, and all other functionality is working well with EF)

    [Authorize(Roles = "Admin")]
    public ActionResult UserList()
    {
        var users = db.AspNetUsers.ToList();
        return View(users);
    }

I have tried all the following and still clueless on where am getting it wrong :

1. Ensure no reference of SimpleMembership anyway in my app and web.config. I even removed the WebMatrix references.
2. Added filters.Add(new AuthorizeAttribute()) in my startup.

3. Added following in start up

        app.CreatePerOwinContext(ApplicationDbContext.Create);
       app.CreatePerOwinContext<ApplicationUserManager>(ApplicationUserManager.Create);
       app.CreatePerOwinContext<ApplicationRoleManager>(ApplicationRoleManager.Create);
   
       // Enable the application to use a cookie to store information for the signed in user
       app.UseCookieAuthentication(new CookieAuthenticationOptions
       {
           AuthenticationType = DefaultAuthenticationTypes.ApplicationCookie,
           LoginPath = new PathString("/Account/Login")
       });
   
       // Use a cookie to temporarily store information about a user logging in with a third party login provider
       app.UseExternalSignInCookie(DefaultAuthenticationTypes.ExternalCookie);
   

4. Configuration.ProxyCreationEnabled not found in my context. So meaning lazy loading is enabled by default.

5. Added following in my login code :

       AuthenticationManager.SignOut(DefaultAuthenticationTypes.ExternalCookie);
   ClaimsIdentity identity = await UserManager.CreateIdentityAsync(user, DefaultAuthenticationTypes.ExternalCookie);
   AuthenticationManager.SignIn(new AuthenticationProperties()
   {
       IsPersistent = isPersistent
   }, identity);
   

6. Yes - the role exists in correct case.