SQLCMD :connect directive - how can I specify connection protocol?
sqlcmd.exe -S tcp:myserver or sqlcmd.exe -S tcp:myserver\instance should do the trick.  If you must specify the port, do so like this:  sqlcmd.exe -S tcp:myserver,1433

By the way, documentation for SQLCMD is available directly from Microsoft, where it states the -S parameter syntax as:


  -S [protocol:]server[instance_name][,port]  


SQLCMD Mode in SQL Server Management Studio accepts precisely the same syntax.

So:

:CONNECT [protocol:]servername[instance_name][,port]