I have the same problem and I have tryed so many things to make it work, bit without success.
Did you find the solution?
both the fm database files should have same account with web direct access allowed.
the account used to access first file in web direct, must also be present in external file with web direct (extended privilege:fmwebdirect) access enabled.
Publishing databases with FileMaker WebDirect
Tip Select Don’t display in FileMaker WebDirect homepage in the FileMaker WebDirect Settings dialog box to suppress a filename from appearing in the built-in FileMaker WebDirect Database Homepage. This is useful if your solution includes multiple files and you don’t want all the filenames displayed.
Editing extended privileges for a privilege set
I'm still having this issue with Web Direct in FM 13.
The account names are the same in both databases and the main source database has File Access enabled. The two files are stored on different servers and it is being accessed locally across the network.
Any other suggestions?