Haven't been able to complete the level up process with any of the magic initiate feats selected with a character/class that doesn't already have spell slots.

With Lae'zel as a fighter/battle master, I can't successfully pick any of the magic initiate feats. However with Lae'zel as a fighter/eldritch knight I can complete the level 3 to 4 process any of those three feats. Similar results for Asterion as a rogue/thief vs rogue/arcane trickster.