Hi @Lee Chamberlain ,
Not familiar with fetchxml query so I did some online research for you.
Here is the link for your reference:
https://www.daymandynamics.com/how-to-add-an-option-set-as-a-parameter-in-a-ssrs-report/
You may also post the issue on the D365 for more suggestions.
Regards,
Zoe
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