How do I deal with the source of funds requirement if I am the only direct EB-5 investor in a project?

This is not a requirement.

They only need the source of funds for your monies - were they lawfully earned.

I would be prepared for the other investors to be able to provide straightforward documentation concerning their income stream, such as tax returns and financial statements. The requirements are not as stringent as the investors, however, absent documentation on the other investors you risk receiving a request for evidence. I would not file the I-526 without confirmation from the other investors that basic documentation is available from them.

I think you are misinterpreting the term "source of funds." That, in EB-5, relates specifically to your provision of the money used to make the investment, and whether it is "sourced" lawfully. Your immigration attorney should be able to guide you on your I-829 requirements as to your status as the lone EB-5 investor in a direct project.

Although it is ridiculous, yes, you very well might have to. All investors in a NCE may have to prove SOF - including non-EB-5. We had a scenario where one of the non-EB-5 NCE investors was a billionaire. We got a RFE, showed them a picture of him cutting the ribbon at his IPO launch. It was approved.