Date Table Relationships

Hi everyone

Please bear with me as I'm new to Power BI.  I'm having a problem getting a date table and relationships working.  The image below shows the realtionships currently setup.  I have a dynamic date table with some columns for month, quarter etc.  This date table is related to two of my fact tables.

I have then setup a slicer on my page which has the Quarter field from the Dates table on there.  However, for some reason only a couple of the records from my fact tables seem to link with the dates table.  As shown below, there is a Blank option in the quarter slicer and most of the records appear if that option is clicked:

If I choose Qtr 1 some records appear:

Clicking any of the other quarters displays no records even though there are records there that have dates that should fall under these:

I'm confused because I'm not sure why some records are picked up but most are not.  i would have assumed either the relationships were working or not working but I seem to have something in between.  I've tried remocing all but one of the relationships and also trying Single and Both cross-filter directions but this makes no difference.

I'd be grateful if anyone who has come across this before could help in any way.

Thanks in advance and if you need more information let me know.