3281086 - Exclude Filter does not work when there is linked dimensions based on BW Live Connection

When you have linked dimensions, the exclude filter does not work properly. 

You can have two scenarios.

Scenario 1: 
You have Dimension A (from Model 1) linked to Dimension B (from Model 2) and an Exclude Page Filter set on dimension A.
For the scenario 1 the Exclude filter works, but you can see the following warning: 
"Excluding members may not be supported when linking with a model using SAP BW"

Scenario 2: You have Dimension A (from Model 1) linked to Dimension B (from Model 2) and an Exlude Page Filter set on dimension C.
For the scenario 2 you can also see the warning above, but the filter does not work and the error below is shown: 
ExceptionClass:"CX_BICS_INA_EXECUTION_ERROR"
MessageClass:""
Number:0
OlapMessageClass:0
Text:"Error during execution CL_BICS_INA_COMMONS APPLY_FILTERS ERROR: FILTER TOO COMPLEX"
Type:2

SAP Analytics Cloud

SAC, BW, Live, Connection, Filter, Exclude, Dimensions, Linked, Analysis, Analytics, Cloud , KBA , LOD-ANA-LDC-BW , SAC Live Data Connection BW , Problem