Answer
This is commonly a query timeout rather than a configuration mistake — the live lobby element has a stricter execution time budget than the Data Source Designer's preview, so a query that's slow but still returns in the preview can simply time out when the lobby element itself tries to run it. Rebuilding the data source on top of an IAL (a materialized view refreshed on a schedule) instead of a raw ad-hoc SQL query is the standard fix, since it moves the expensive part of the query out of the lobby's own render-time execution.