DAX Date in Direct Query mode

Hi everyone

First of all, thanks for you work guys.
Second, I used this function[1] without problems until it stopped working last week, I am in Direct Query mode. When writing it to DAX, the following message appears: "Not a legal OleAut date. The exception was raised by the IDataReader interface."

Version: 2.65.5313.701 64-bit (2018 December)
Anybody can help me?

[1]

FechasDax = 
VAR BaseCalendar = 
    CALENDARAUTO()
RETURN
    GENERATE(
        BaseCalendar,
        VAR BaseDate = [Date]
        VAR YearDate = Year(BaseDate)
        VAR MonthNumber = Month(BaseDate)
        RETURN ROW(
            "Day", BaseDate, 
            "Year", YearDate,
            "Month Number", MonthNumber,
            "Month", FORMAT(BaseDate,"mmmm"),
            "Month Year", FORMAT(BaseDate,"mmm yy")
        )
    )