This usually happens when the lookups are not created according to best practices for Data Warehouse. To resolve the issue, do the following:
0. If you recently enabled any custom fields for DWH, especially Lookups, please uncheck them from DWH and run a Full Load 1. If you do not recall which ones you have enabled, uncheck all the custom attributes again from the affected object 2. Save 3. Run Load Data Warehouse - Full to completion 4. Now test all the attributes on your Test environment thoroughly - make sure they do not affect the job. You may start with attributes that are not lookups first 5. Once you confirmed the lookups do not cause a problem, you may enable them in Production
If you see any lookup that fails continuously, ensure it's created according to our Lookups Best Practices for Data Warehouse.