It seems that in the dynamic parameter, if the previous selections return no rows for the next parameter, then its value is not displayed.
With this in mind, are there valid transactions for all the criteria?
Also, the thought just came to mind, CR only displays something in the order of 1000 entries on a drop down...why would you want more, I know I don't want to have to scroll through a list of 5000 entries to find 1 item.
What I would suggest, is to put in an additional dynamic parameter, one that is just the year of the date, then the user can select the year, and then only 366 at most will display, and hopefully everyone can be happy.
HTH