Power BI displays visuals in Desktop version, but cannot display the visual in PowerBI on-line

When we create a report using a composit model, with 2 direct queries and 2 import queries...we are able to view the report data in Power BI desktop, but when we publish the same report in Power BI online/services we couldn't view few of the report slides with error message 'couldn't load the data for this visual'.  

We tried to create all the 4 queries using import query model, the issue has disappeared.

Could you please help me to understand why we facing the issue when using composite model (direct query+import query)?

Thank in advance!