I found a missing step in the setup instructions.

2.4 Database Installation

Add the following steps to complete the cube configuration.

14. Right click on the Data Sources "My Site Account Manager Role", select properties and edit the connection string to use your SQL Server name.

15. Rick click on the Cube "My Site Account Manager Role" and select Process (you should not get any errors)

I'm still having problems with the KPI indicators connecting to the cube. "Unable to connect to the cube. The cube might no longer exist."

Probably a permissions error, not easy to troubleshoot this stuff, will play with options in the odc file. Installing this template is much more than a 10 minute job, you have been warned.