Attaching implementation diag. Where it shows two joins on Scenario_calendar (and its alias), which is perfect.
Actually, that's not the case. The diagram shows the opposite. It shows the fact table and the dimension table and two relationships between the two tables. If a person relied on the diagram to tell him what was going on he would be mislead, which I'm still not all together happy about. Inside the sausage factory aliases are created but you can only know that if you know that there's a sausage factory and what is going on in it.
Ideally Scenario and Period filter should be applied on SC1 and SC2 both (which gives correct result).
personally, I'd be not too happy about creating a filter in one dimension and finding it in another one too. The filter for the first dimension will be applied only to the object in the relational model representing that dimension. The first for the second dimension will be applied only to the object representing the second dimension.
Any way you probably ought to consider looking at the redbook.
Could you be kind enough to answer the questions that are in my first response please. It will help me help you. My guess is that your scenario dimension isn't modeled correctly.