Create a concatenated field as part of SQL query and use it in Salesforce Adv connector merge key

I am working on setting up a Salesforce Advanced Connector, and use the query mode to select my data. In this selection, I created a custom field called merge key as below,

CONCAT(CaseNumber, '_', LastModifiedDate) AS Merge_Key

# also tried below, but same result
CONCAT(CaseNumber, '_', FORMAT(LastModifiedDate, 'yyyy-MM-dd HH:mm:ss')) AS Merge_Key

I am doing this to capture changes made to an existing record, or else to add a new row to the merged table. When I add the concat to query and retry on finding the merge_key, the tool errors out.

Is this method unsupported, or is there a workaround I should be following for query generated merge keys?

Pl. let me know what you think.

Thanks,

Mo