I will answer this myself, for the benefit of anyone else who gets this problem.
What had happened is that I had tried to go through the MSDN walkthrough for setting the database connections and table adapters (TA's) up. However I found these instructions to be more like finding your way through a complicated maze. So as it turns out I had both dragged a dataset in from the Toolbox and called it dsWarehouse and later declared the same programmatically as above, along with all the TA's.
I would have expected to get an error at that point about ambiguity of a variable name. But instead referencing dsWarehouse later gave the mentioned error message about "relationships between tables in different datasets".
Part of the walkthrough instructions state that all these declarations are necessary. If you don't drag from the toolbox that is true. I had, so deleting all these declarations started to fix this up. Most of the code of the for modifying/adding tables was also simplified since the variable names now did refer to the same objects as intended.
One other related tip, make sure you have a primary key set in any tables that you are going to write data to. I had neglected to do this on my new tables and kept getting the error that data could not be added because it did not comply with the foreign key constraints. I spent along time confirming that in fact there was no constraint problem in the data, but that lack of a primary key was causing the problem.