I myself have only recently started using the Direct Discovery feature and am still facing some issues of my own (I actually came around yours while looking for documentation on mines).
I could only reproduce your scenario if I mistakenly added a comma to the last dimension. Using your example:
LIB CONNECT TO 'Excel1 (qlik-sense_adminstrator)';
DIRECT QUERY dimension Product,
measure <------- Not recognized as a keyword, but as a fieldName to be discovered in the data source
Sales,
Quantity
FROM `C:\Users\admin_1\Sample\sales order1`.`'Sales Orders$'`;
Removing that trailing comma did the trick, but again If you can provide a more detailed explanation of your scenario I may be able to help you out