Solution : https://service.sap.com/sap/support/notes/377368 (SAP Service marketplace login required)
Summary : 
      SAP Note addresses issues with BW OLE DB for OLAP Frontend components in BW 2.0B Frontend Patch 09, including empty cell handling in ADO MD, PARENT_LEVEL column issues in the MEMBER rowset, and logon failures in multi-threading environments. Problems stem from errors in mdrmsap.dll and improper registration of wdtlog.ocx. Patch 10 provides resolution. For immediate resolution, manually replace mdrmsap.dll, mdrmdlg.dll, and wdtlog.ocx using files from note_377368.zip, available on sapservX, and reinstall the frontend. Refer to Note 0367278 and Note 13719 for further guidance.
Key words : 
multi-threading environment fails additional key words olap, multi-threading environment, /general/r3server/abap/note, olap frontend components, member rowset logon, business information warehouse, solution import bw 2, subdirectory bw/oleolap, subdirectory sapgui/controls, 0b frontend patch 09
Related Notes : 
       
| 367278 | BW 2.0B/2.1C Frontend Patch 10 | 
| 336599 | BW 2.0B Frontend Patch 09 | 
| 13719 | Preliminary transports to customers (note for customers) |