Hi Melanie,
I'm stuck with the same problem. Did you find a solution?
In my case I have 3 entities E1, E2, E3 having 1:n relationships between E1 and E2 as well as between E2 and E3. Expanding E1 with E2 and E3 is no problem, but the expand from E3 to E2 (or E1 via E2) is not working, since the keys are not properly filled.
Thanks,
Svenja