I've had the same thing - also noticing that the cells affected don't apply filtering when clicked in the web-view, either when running the document with the Personal Edition or from the server.
As with you I've three vertical dimensions and one horizontal dimension.
What I've noticed is that the position of the first failure is always the 37th data (non-dimension) column in the pivot. If you try yours, with two data columns per Appraisal Year, I expect you'll find that the message doesn't appear for Forecast for 2021 but does for the Appraised Value. Can you confirm this please?
I've knocked up a QV document to test this and it's consistent - two, three, four, five data columns tested and in each case the error first appears on the 37th column.
I have a slight suspicion that this might be a bug. However, perhaps there's some hidden configurable thing somewhere, "Don't add functionality past column 36 of pivot tables"?