Is there anymore to the error that you got. Could you check the logs to see if there was an error thrown.
I have tried with this OQL
from Projects.Customers c
left join c/Projects.Dining_Customers/Projects.Dining d
left join c/Projects.Lodging_Customers/Projects.Lodging l
Select c.Name as CustomerName, d.Expense as DiningExpense, l.Expense as LodgingExpense
I used a left join that way i would still get the customer even if one of the expenses was not there. But either way I do not think that the query would be an issue.
Could it be something with the user roles and access to the data?