How to Connect to Two Different Databases in Analysis Services

Let me explain what I am trying to do.

I have successfully used Analysis Services to connect to a Billing cube and built a query that gives me the data I need from that database.

2. In a different PBIX file, I connect to an ERP cube and built a query that gives me the data I need from that database.

Now I need a way to to link the data from these two different sources. I cannot pull in both data sources to the same PBIX file because when I connect to one of the databases and click "Edit Queries", all of the options are grayed out. So, I have to connect to each database separately.

My colleague told me that I could try to connect via Analysis Services and build a DAX query so that I am just pulling in the data elements that I need from the Billing database. He said within the same PBIX, I could then also connect to the ERP database with a DAX query. Then I would have both datasets in the same PBIX file and could link them.

I tried doing this with this simple DAX statement from the Billing database. When I did not have the field '_Billing'[Modality] in the statement, the DAX worked. However, once I added in the modality field, it says "This table is empty."

EVALUATE
SUMMARIZECOLUMNS
(
'Provider'[Prov NPI Num],'Date Of Service'[Serv Dte],'_Billing'[Modality],'RVU'[Wrk RVU Value]
)

My hunch is that this billing cube has a bunch of complex relationships behind the scenes that I cannot see and I do not know how to link everything together. I am also a beginner in DAX so I am not sure if I could figure out how to go with this option.

Here are my ideas for what I could possible do:

1. Is there a way to connect a PBIX file to two other PBIX files with a query in it? For example, can I have Billing.PBIX which has the billing query in it and ERP.PBIX which has the query from that system and then connect to those queries somehow in another PBIX file? (My idea is that this would be similar to how you create an Access database and then connect to two other Access databases and pull from them).

2. If I have a working query built in from the Billing database, is there any way to somehow get all of the coding behind the query with all of the links in the cube so that I could past that into the DAX box when I connect via Analysis Services?

3. I do not mind exporting the data from each system and then connecting to them in another PBIX file. However, there's so much data that when I try to download it, it says "Data Exceeds the Limit". For one of the databases, I had to break it into 30 different files in order to export it into CSV files. Is there another option for downloading large datasets where I could get it in fewer files?

Thanks for any advice.