Vlookup got Err:502

LibreOffice 4.3.7
I have three xls files, the first file vlookup the second file, and the second file vlookup the third file, it’s working from MS Excel, but it fails from Libreoffice Calc.


Works for me with LibreOffice 4.3.7 and 4.4.5 if I load second.xls and answer the question whether links to other files should be updated with Yes. first.xls has a different absolute path, once corrected also that one works.
Btw, I got a #N/A error first instead of Err:502 (which would be illegal argument).

I still get Err:502. If the value gets from regular value, then everything is okay, but if the value is from other vlookup, then it fails.