MDM SQL storage cannot handle entities that create a cyclic dependency in FK definition, that is, Entity A references Entity B which references Entity C which references back to Entity A. In this case, an error message is displayed:
Caused by: java.lang.IllegalArgumentException: Data model has at least one circular dependency. (Hint: SiteInjectionRpd -> Contrat -> Edp -> SiteInjectionRpd) (Possible fields: Edp/typeEdp/EdpRpd/SitesInjectionRpd/SiteInjectionRpd UniteAgregation/typeUA/UAPointInjectionRpd/SitesInjectionRpd/SiteInjectionRpd Edprev/typeEdprev/EdprevRpd/SitesInjectionRpd/SiteInjectionRpd )
The exception gives you a path that contains the cyclic dependency. Note that MDM gives you a cycle, not all cycles in the data model. The exception stacktrace also gives you a list of possible fields where you need to disable FK integrity (MDM does not do it automatically because this should remain an end-user decision).
One way to improve user experience would be to perform cyclic dependency detection in the data model editor of the studio. This check is currently performed only on the server side.