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Referring to this excellent article by Ehren: https://social.technet.microsoft.com/Forums/en-US/ca434e2d-88fe-4962-b46a-a1db51e8bd89/feedback-wanted-behind-the-scenes-of-the-data-privacy-firewall, as well as my (erapade) comment, there's probably improvements that could be done in the way the Formula engine partitions. I.E. sub-queries (referenced none loading queries) should never be a partition for itself. It this is feasible, we can get rid of both some irritating Formula FW errors, as well as speeding up many other queries.
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The title is wrong and I can't change. It shall be "Power Query Formula Firewall" and not "Power Query Formula Engine". the same in the text body