merge queries and aggregating data

Hi All,

I am very new to PowerBI so bear with me. 

My datasource is a SQL server database. It's import that I am using directquery for the report that I am working on as I need to the report to be able to refresh instantly on the service.

For this report I need 4 tables from my database:

1. Item

2. Sales order lines

3. Production Order Lines

4. Item history

With the above tables I need two tables within my one report I am creating in the desktop tool. One for location A and one location B. I have sucesfully created the report for location A by using the "Item table" as a base query and merging queries from sales order lines, production order lines, and item history. When I merge a query I then use the aggregate function to sum one of the columns and it works great.  So for location A I have merged 3 queries onto the item query and aggregated the desired column and its data points each time. Great.

Now when I went to do the second table/report for location B - What I did was add new data sources again for all 4 tables and followed the same steps. Using the item table as a base I merged the item history table and aggregated, all good. But when I go to merge with the sales order lines and then aggregate the column from the sales order lines table I get the message "this query step is not supported by direct query, do you want to change all tables to import".

I don't get why because I did the same step 4 times for location A and once for location B.

What gives?