Since I already had the new Core 5.1 server installed I added a test filer to the monitoring and pulled the data to Report 1.1 server. The poll and etl build were successful! But in this quick test I did not have multiple "DFM" servers.
Everyone needs to remember that OnCommand Insight Report (OCIR) and OnCommand Report (OCR) are 2 very different & distinct reporting applications. I use OnCommand Unified Manager - OCUM - (previously called DFM) 5.1 and can readily use OCR with it to create a report with just about anything I want EXCEPT those relating to snapmirror and snapvault because OCR does not have the ability to read the tables. However, OCIR does not work with OCUM. My OCUM version is 188.8.131.5208 (5.1)
The interoperability matrix is correct, the pdf is dated. OCR 1.1 works with DFM 5.1 7-mode. DFM 5.x clustered ONTAP is not compatible. I recently investigated the correct compatibility for a customer. I have not investigated the many to one, but it should work. Have you tried each DFM individually? (ie: remove the other two connections)