Hi,
How have you assigned globalFull Control role to user ?
Is it kind of "role assigned to a group and domain user who is trying to generate report is member of that group".
I am not exactly sure why and how but I faced same issue and when I assigned role specifically to user then it worked for me.
Let me explain how it is organised in our environment. We have created a role within DFM and then that role is assigned to a domain group and all people who are suppose to work with DFM are member of this domain group. Everything is ok but report creation fail with this setup so explicitly assigned role to one of domain user and then it worked.
I hope it will give you some hint to investigate it further.
Regards,
Raju