Hello @fredlefevre ,
We are sorry about this issue with making use of multi-currency Budgets. Thank you for asking about this here on the Quicken Community.
Currently, a feature that allows you to create Budget Reports with multiple currencies does not exist. However, I recommend taking a look at the following Idea post regarding a proposal for a such a feature that may be considered by the development team, linked here. Note that you can add your own vote as well by clicking the up arrow (see example below).
I hope that is helpful.
Thank you,
Quicken Jared