Have you follow the guidelines outlined here: Concatenate vs Link Table
You say that you concatenate to create a link table. That doesn't sound right to me. A CONCATENATE LOAD would not create the link table you need.
There is an open source project called QlikView Components which to a large degree can be used in Qlik Sense also. Among the functions covered in this library is one that create a link table for you:
I have concatenated my pseudo keys into a link table, using the approach outlined... changing it to not concatenate took me a step forwards, in that current month budget now comes through...
However, i still seem to be unable to get budget numbers for months where there are no orders or sales.