I have an OData V3 data source which reflects a object hierarchy in the back end. That is, there will be an OData entity that is DERIVED from another and so on. I've uncovered a limitation that data relationships can only be detected automatically, or semi automatically using the AutoDetect button, when the relationship is in the current/'lowest' level entity.
Power BI desktop can properly detect base properties for an entity going all the way up through an entity hierarchy, but it ignores base relationships - leaving the designer to have to figure out and create them manually, which is not feasible in a complex data source.
I put in a wish list item on this:
Support OData Derived Relationships
If this is of use to you, please put in your votes to get this into the product.