Hi kacevedo_extensionsa ,
If you are not able to check the option 'Include in Data Ware house', the only way to include the custom field into DWH database is below:
1. Create a Formula field and check the option 'Include in Data Ware house'
2. Click on the [Build Weighted Average Formula] and select the custom attribute (that you want to be included in DWH). The weighting should be 1.
3. Click on Save and Return
4. Execute Load Data Ware house with Full load parameter, so that it includes in DWH database.
Hope it helps.
Do let me know in case of any further queries.
Best regards
Shubham Bhatia