SYMPTOM:
When attempting to execute a freeform SQL report containing a macro against a Teradata warehouse, the following error appears in Strategy:

QueryEngine encountered error: Fetch failed. Error type: Invalid operation. Attempted to fetch an empty result.

CAUSE:
Strategy does not have full support for multipass Freeform SQL reports. When executing an INSERT INTO statement against the warehouse, it would only bring back a success or a failure message. No result set is returned. In such cases, report execution would fail because it cannot map the empty result set to Strategy objects.
ACTION:
Strategy has a VLDB setting that allows users to turn off the warning message to permit some multipass scenarios to function. Follow the steps below to enable it

After these steps, user should be able to execute the freeform SQL report in Strategy.