Report calculated column fails using external database (linked server)

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Hi everyone,
I’m running into an issue with calculated columns in a WEBCON BPS report and I’m wondering if anyone has faced something similar or found a workaround.
I have a report based on some workflow, and I’m trying to add a calculated column that returns the value related to a given element in report. The value is stored in a table located on another SQL Server (linked server), which is already connected to the WEBCON database.
I tried using a query like this:

SELECT Value
FROM [serverX].[Mydatabase].[table]
JOIN [serverY].[WEBCONdatabase].[dbo].[WFElements]
ON key = WFD_AttInt1

However, the report fails with a generic error:
“Failed with an unknown exception… Error during saga execution…”
Even simpler SELECTs against the linked server don’t seem to work in calculated columns.

My questions:
Are linked servers / cross-server queries supported in calculated columns in reports?
Is there any limitation on JOINs or external data sources in this context?
How do you usually handle cases where report data needs to come from another database/server?

Any advice or best practices would be greatly appreciated.
Thanks in advance!