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Complete bug report is in the title I think.
I created a connection to a Postgres table in my PBI report using DirectQuery. In DAX, I added a new computed column using the formula:
weekday = WEEKDAY([timestamp], 2)
Which gives me an "OLE DB or OBDC Error" when using the column in a visual.
However, if I change the formula to
weekday = WEEKDAY([timestamp])
or
weekday = WEEKDAY([timestamp], 1)
, the column works without any problems.
If I use Import mode instead of DirectQuery, the original formula works, too.
The workaround is obvious, but this should not happen. Hm ...
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