Hi,
SQL 2014 is supported with SEP 12.1 RU6 version.
If SEPM & SQL are on the same machine then SQL native clients is not required.
If SQL database is at remote machine then you would required SEPM with SQL native client installed.
Personally I don't think you will face any issue with SQL 2014 and SEPM 12.1 RU6 MP3.