SYMPTOM
In Strategy 9.x and 10.x, a report using Multisourcing against an MDX datasource fails with the following error if the report has attributes belonging to the same dimension, but different hierarchies, and a metric from the MDX data source:
SQLEngine got an Exception from DFC: Engine Logic: HDA-MDX internal error: Dynamic MDX report parse error!
This issue is explained based on an example built using the Strategy Tutorial project.
STEPS TO REPRODUCE

CAUSE
In an MDX report, it is not allowed to have attributes from different hierarchies, but belonging to the same dimension. This restriction is guaranteed from the GUI (Graphical User Interface) in Strategy Developer. For more information about this, refer to the following Strategy Knowledge Base document:
KB18396: Fundamentals of MDX data processing for custom MDX formulas in MicroStrategy Engine
When using Multisourcing against MDX datasources, attributes from different hierarchies, but belonging to the same dimension, can be mapped to Strategy project attributes. When such attributes are placed together on a report along with a metric from an MDX datasource, it will fail during execution.
WORKAROUND
A metric belonging to the project's relational warehouse (for example, the 'profit' metric from the Strategy Tutorial project) should be added to the report. In this case, metric values at the lowest level are obtained from the MDX source and then be joined with the higher level lookup tables.