This is something I discovered during a migration to an APS/PDW Appliance. I have seen little documentation on it and figured I would write a small post about it.
PDW Destination Component:
Loading Mode: Upsert
Issue: When specifying a key column(s) for the Upsert.
In situations where the key column name has a space at the APS destination table. I.E. [Column Name]. The Upsert will throw an error that the destination columns: Column, Name do not exist.
Upon further investigation the component is reading the selected key column names as delimited by a space as well as comma. It will then treat each word separated by a space in a column name as a separate column specified for the key. Note that this includes columns wrapped in brackets 
Rename the column(s) on the APS destination by removing the spaces from the key column names.
For Example: [Column Name] Renamed to [ColumnName] or [Column_Name]
Steps to Recreate the Issue:
Create a Destination Table in the APS/PDW Appliance with a column name that has spaces. Such as [Sample Column]. This table can either be Distributed or Replicated.
Create an SSIS Package with a sample data set to load into this table.
Use a PDW Destination with the Loading Mode set to Upsert.
Select the Key Column for the Upsert to the column that has the name [Sample Column]
Execute the load and record the error.