Hi,
As direct query mode has quite a few limitations see : Limitations
The error info in your case is hardly to find any clue. I would suggest you to change import data mode and storage data in SSAS server if possible. Or try power bi direct query to see if any difference there.
If the answer is helpful, please click "Accept Answer" and upvote it.
Note: Please follow the steps in our documentation to enable e-mail notifications if you want to receive the related email notification for this thread.