I had this annoying problem that my named sets in my SSAS cube suddenly disappeared from view in the dashboard designer. The error messages were very vague. When browsing the cube in Excel, everything appeared as intended.
Eventually it turned out that the attribute that the named set was using was set to AttributeHierarchyVisible=False. Changing this back to True solved the problem. I find it very strange that the Dashboard designer hides sets that use hidden attributes.