Note the Dataflows are just Power Query that this used by the Power BI Desktop / Datasets. The idea here is to breakup you Extracts, so "As long as I just have these separate queries refreshing the data". Once each table, it available in the Dataflow table, you will link to them to transform and combine etc.
I have an example where data is combined from LinkedIn, Google, Bing and Twitter, I pull the data from each independently to my staging dataflows. I then combine into one table by reading the data from the Dataflows (not the original source). Read 4 Data Sources then write to 4 Dataflows then read 4 Dataflows to my single Dataset.
Hi @TimOtterbach - it is likely that you are running into Power BI Privacy restrictions so it is prevent the combination of these Data Sources. I am not sure that you need to combined into one table. I don't think this is really necessary, but it will depend on your Data Models requirements.
If combining is necessary, I would advise using Power BI Dataflow to pull from the separate data sources, then combine the separate Dataflow tables. Hopefully, this will help you get around the error message.