The EXECUTE permission was denied on the object 'sp_executesql', database 'mssqlsystemresource', schema 'sys'.
Typically this message is repeated many times as the code tries to loop over all SE sites:
I don't know exactly when this stopped working, but it must've been sometime within the last two months, as it was still working fine in mid-August.
I'm not sure if this technically constitutes a bug, since AFAIK this feature was never explicitly supported. However, the change did break a number of useful queries, such as this one for making a backup of all your posts on the SE network and this one that lists duplicates of deleted questions and uses the cross-site query feature to exclude migrated questions. (I've edited the latter query to temporarily disable the cross-site part, so that it at least mostly works.)
So my questions are: