After banging my head against the screen for about three or four hours, trying to solve what seemed as a Reporting Services mystery, a coworker of mine came up with the solution. I was trying to inject a role into an embedded data source in a report, while loading data for several parameters, in order to utilize FORMS authentication on the website while respecting the Windows Authentication needed for Analysis Services.
I had one report going, 11 more to go, and then I got stuck on a data source string yada yada error. In Report Manager it looks like this:
The reason for this error, as it turns out, is that it would appear as if Reporting Services parses parameters one by one. In that way the first parameter in the list gets loaded by accessing the data source, and fails miserably if a parameter is used in the data source, that is not yet loaded/parsed/whatever…
Although Microsoft say they have several connect issue regarding this rather unfortunate issue, I can only find one: MS Connect