%include isn't actually macro code, more of a directive.
Since you say the issue is with two levels of your process then the issue seems to be with your data. You have not include the details of any of the code actually needed that is from the source or autocall macros so it's going to be hard to make suggestions other than your data may be missing something that is expected.
You may need to add options Mprintnest source2 to get more details in the log.
Subset your data to one of those cases, look at all of the macros called for required parameters and determine if you can fine one or more of them missing from your data.
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