no, i'm just guessing.
there could be something in CR...
it could be that CR expects the data to be returned within a time limit. If it is being retrieved via an application, there might be a timeout there...or if it is using ODBC, maybe (it's been years since I had to look at an ODBC connection)...
we gather the data via an app and push the data to the report via Ado.Net, so any session issues would be from SQL
just some thoughts that could be investigated.
I am definitely not an expert at any of this.