There is nothing I am aware of in Power Query that cares about joins once the data model is loaded. Are the dates of the same locale? If one date column is MM/DD/YYYY and the other is DD/MM/YYYY they may not merge. I've not tested that theory out, but I cannot tell base on your first post and most recent post that you have a consistent format.
Maybe post some of the data here so we can test with it?