Can't refresh semantic model

I encountered the same issue when I first published a composite model which had a calculated column that relied on a DirectQuery table within a published semantic model.

Here's my successful workaround:

1. Create a Shareable Cloud Connection for this DirectQuery data source connection:

• Open the Settings of this composite model dataset. Under "Gateway connections" > "Cloud connections," select the "Maps to" dropdown and choose "Create a connection."
• Select "Authentication method" as OAuth 2.0 and enter credentials.
• Enable "Use SSO via Azure AD for DirectQuery" by checking the box.
• After creating the connection, check that this DirectQuery data source is mapped to the newly created connection (instead of Personal Cloud Connection when the composite model was first published)

2. Under "Data connections", you can tick on "Disconnect this item from data sources if it's edited by anyone who doesn't have permission to use its data connection." This option is to set up Granular Access Control for this dataset. In my case, I left it unchecked and the dataset refreshed successfully.

Reference Links:

• Creating Shareable Cloud Connections: https://learn.microsoft.com/en-gb/power-bi/connect-data/service-connect-cloud-data-sources
• Limitations of Composite Models with Semantic Models: https://learn.microsoft.com/en-gb/power-bi/transform-model/desktop-composite-models#working-with-a-composite-model-based-on-a-semantic-model 
• The document mentions “Calculated tables and calculated columns that reference a DirectQuery table from a data source with single sign-on (SSO) authentication are supported in the Power BI service with an assigned shareable cloud connection and / or granular access control”

No calculated tables, but does it have calculated columns?  Did you make additions to the Direct Query data source?

No calculated columns either.

I simply load the data through direct Query.