For the blending across sources to work you need to include the field that is used to link the sources in the sheet - that is when the icon appears. That is a common problem - have you done that?
I'm not aware of any issues with bookmarking and extracts that causes relationships to break (unless the field has changed name).
Can you post a packaged workbook and we can have a look and maybe diagnose.
I'm such an eejit- thanks!
I do have a difficulty in that the field I can connect on is at a level of detail that I don't want to report on- it's too low-level. Is there any way of making that connection and not showing the field? Alternatively, I think I can change aliases in order to make connections at a higher-level, but can you advise: if I do that, what happens when I refresh the extract? Will the aliases change back? I don't have ownership over the source data so can't make changes in that.
The best way I can think of to solve your problem is to join at the lowest level and then use grouping in Tableau to summarise it to a higher level, although depending on the volume of data and numbers of groups this could involve some manual effort.
With regards to aliases - if you refresh the extract the aliases should stay the same (as long as the field name is the same) , if new data arrives in the data set that did not exist before you may need to add new aliases for the new data.
Hope this helps.