The following error occurred while processing a data object for a given gathering: Error in Executing SQL Statement - Message: The query has been canceled because the estimated cost of this query (xxx) exceeds the configured threshold of yyy. Contact the system administrator
If enabled the query governor does not allow the execution of any query that has a running time that exceeds a specified query cost. The query cost is the estimated time, in seconds, required to execute a query, and it is estimated prior to execution based on an analysis by the query engine. By default, the query governor is turned off, meaning there is no maximum cost.
Disabling the Query Governor would resolve this issue.
If you do not wish to disable the Query Governor you would need to Monitor your SQL Server while running your gathering tasks and running large reports to determine what value would work in your environment.