Credit for this goes to my colleague Dave Dery. I’m the one who inadvertently created the problem, Dave worked with MS to get it solved.
When working with MR, the import exchange ID’s need to be identical all the way through including case. For example, MR sees USD to CHF (Swiss Francs) and usd to chf as different ID’s.
In our client’s case USD to Euro’s imported into MR fine, but USD to Swiss Franc’s wouldn’t. It was crazy. Setups were the same across different companies, but some multi-currency imports worked and some didn’t. If you run into that, check the case of your currency ID’s. They need to be consistent all the way through including case.
MS has written this up as a bug. As part of troubleshooting, MR was updated to the absolute latest version (CU11) and the latest hot fix. The client’s SQL server was NOT case sensitive so the case difference shouldn’t have been a problem.