I cannot seem to find what the issue is with the relationships nor the properties of the non-working dimension. I have decided to re-create the time dimension. Instead of creating two hierarchies within one dimension I created two dimensions, one with a cycle from Jan to Dec and another one from April to March.

This worked on a small solution created but when implementing on the main project the cube processing fails with the following error.

MDXScript(Cube Name) (,14) The dimension ‘[LAST MONTH WITH DATA]’ was not found in the cube when the string, [LAST MONTH WITH DATA], was parsed.

MDXScript(Cube Name), (735, 25) The hierarchy ‘[YearQuarterMonthDay]’ was not found in the cube when the string, [Date].[yearQuarterMonthDay].[Day and Month and Year], was parsed.

I know that [LAST MONTH WITH DATA] is a calculated measure. Is there anything that I am missing here?