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"?
I investigated further and it seems that pivots aren't responding to mouse clicks past the 40th displayed column.
The outcome of the following discussion might be of use to you.
...then it seems we're experiencing the same problem.
What I've noticed is that any more than 40 columns in a pivot in web-view just doesn't work. These can be dimension or expression columns. They're displayed correctly but won't respond properly to mouse-clicks. Click column 40 and all is well - column 41+... broken. It doesn't rely on there being horizontal dimensions either. I tried creating a pivot with 40 expressions (not complex ones either, just "=1", "=2", ... "=40") and the same was true.
On the link I posted earlier someone suggested using the IE plugin to overcome the problem. I've yet to try this as it's not available to download from my server, and I'm not an admin of the server so I can't make it available - so I've got to wait a bit.
If you fancy having a go of the IE plugin to see if that makes any difference, I'd love to know the outcome.