Problems with DAX, SQL and locale

I'm guessing the error message the team was looking at here, was the one you produced during the reproduction of my problem? If so did you set your date column ('test'[datetimes]) to be NVARCHAR, or is the team just assuming this base on the error message? 

I'm asking because I posted a screenshot of the column types on the database I'm connected to, where you can without a doubt see that the date column is defined with the date data type.

Further tests I've done have involved publishing the report with a live query to the DB via a Data Gateway on the SQL Server, and then opening it with a browser on the same machine as where I use PBID. No problem at all, everything works. The problem only persists in PBID. 

So in order to make sure this doesn't have anything to do with me using a 'date' column instead of a 'datetime' column I've transported all the data from DimBudget to a test database on the same server, where I now have the following columns:

Extract/Load Script (FYI):

SET NOCOUNT ON;

DECLARE @date date, @datetime datetime, @money money;

DECLARE test_cursor CURSOR
FOR
SELECT [TimeAltKey] as [date],CONVERT(datetime,[TimeAltKey],101) as [datetime] ,[BudgetTarget] as [money]
FROM [PeanutsY].[dbo].[DimBudget]
ORDER BY [TimeAltKey]

OPEN test_cursor

FETCH NEXT FROM test_cursor
INTO @date, @datetime, @money

WHILE @@FETCH_STATUS = 0
BEGIN
INSERT INTO TestDB.dbo.test VALUES (@date,@datetime,@money)
FETCH NEXT FROM test_cursor
INTO @date, @datetime, @money
END

CLOSE test_cursor
DEALLOCATE test_cursor

Then I create a brand new PBIX, connect it directly to the new database, load the table, edit the 'date' and 'datetime' column using locale (American English), and create my measures:

I am the DBA, as well as the BI Admin, the storage admin, the server admin and whatever else admin role exists; I do everything. There is no one for me to talk to but myself, and if I did heads would explode :D

EDIT: I assumed the last reply was from Dale, but I see now that it was from Herbert.