A typical data model in planning:
There is no F4 setting on aDSO and Aggregation level.
F4 mode can set on InfoObject and HCPR. The setting on HCPR overwrites the setting on IOBJ.
If F4 mode is set to Q or D mode on InfoObject level, you want to get master data values in F4 help of a variable in a planning sequence or a query on an aggregation level: Set F4 mode to M mode on HCPR level. See screenshots in F4 Modes → point 1 and 2 . (KBA 2356232)
After activate the HCPR, please run program RSR_MULTIPROV_CHECK in transaction SE38 to refresh the aggregation level metadata.
Another option is to run method CL_RSD_DTA=>REFRESH_BUFFER in transaction SE24 as below: