Imke Feldmann has another way to solve the multi-parent problem in Power BI:
If you have parent-child-hierarchy with multiple parents, my function will a table like below, where the children with multiple parents still reside in different rows:
Due to this, the table cannot directly be connected with the FactTable, as NodeKey is not unique. Solution is to create DimNode-table that contains only unique values from the NodeKeys. Use it as a bridge between the 2 tables and implement a bidirectional filter to the Nodes-table:
Read on for the complete answer and to grab a copy of the PBIX file.