Refresh error message: Information is needed in order to combine data

I still have the error described here

The on-premises data gateway is up-to-date, version number 14.16.6423.3

In the Power BI Desktop, I have made following setups for the sales report:

File > Options and Settings > Options:
   GLOBAL > Privacy: have set the Privacy Levels to "Always ignore Privacy Level Settings"
   CURRENT FILE > Privacy: have set the Privacy Levels to "Ignore the Privacy Levels and potentially improve performance"
File > Options and Settings > Data source settings:
   For all the four ODBC data sources in my pbix file, have set the Privacy Level dropdown list in the Edit Permission dialog to "None"

There are a few tables in the report comes from different databases, as you can see on the above error screenshot.

The error happened after I creating a new table by Query Editor > Merge Queries as New.

The new table is a Left Outer join of two tables (BookingForm table and SalesOrder table) come from two different databases (BookingForm databse and Product database)

Before creating the above new merged table, the refresh (scheduled or manual) on the Power BI Service works fine.

Is this still a Power BI side bug?

Thanks.