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Find out (with the help of your admin) which user is configured to perform the access to Jira and the retrieval of the snapshot. This is important because this user may have different view permissions then than what you have when you access Jira.
Verify that the user who is configured for access, can, in Jira, perform advanced search using exactly the JQL clause that is configured in your snapshot. If performing the advanced search in Jira with that user returns an error, this might be because:
The JQL has an error
The user has access restrictions that cause the JQL to fail (for example- they have no access to a project that is mentioned in a well-formed JQL)
If the snapshot uset used to work but now stopped, this might be because of changes in Jira configuration. For example- a change in custom field.
The verification of JQL needs to be done for each of the levels that is configured in your macro. For Levels 2 and above, where you use a dependence on previous levels, replace real data instead of the dependence: ie, replace $key with SPACE-334 (or whatever is suitable for your data), to check that at least the sytax is correct.