Power BI Model relationship between 2 model going blank when drilled

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I have a problem with a relationship that is not working correctly.

I have a model in Power BI that pulls in data from 2 other models (Direct Query to the other models, which have imported the data). In both models there is a table called Cost Center (let's call them Cost Center and Cost Center FM, which has a 1-to-1 both direct relationship setup. Then there is a fact table that has a relationship to Cost Center FM.

In the rows of a matrix table I have Cost Center as one of the rows and a measure of a value from the Fact Table. The fact table value is showing up correctly until I drill to the Cost Center row at this point it is going blank.

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You can see in the above picture that the 240016 line is expanded, but has nothing underneath it. The 240016 is the Cost Center ID from the fact table and the next row is Cost Center from the Cost Center table.

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In the above picture you can see the relationship between the value table (Operations VMA) and the Cost Center FM table.

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And in this picture you can see the 1-to-1 relationship between the 2 Cost Center tables.

I cannot figure out why these relationship are not working.

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