Firewall maybe? If you're using the virtual server name that you specified when you created the SQL Server cluster, then that should work ok. See if you can create an ODBC connection from the CRM server to the SQL virtual server. if that works, then CRM should connect ok as well. If the ODBC fails, check your firewall to ensure TCP 1433 is allowed for both inbound and outbound. If the customer set up the cluster, also ensure that they're not using some non-standard port (something other than 1433).
Dave