On a fresh install of CCR, which appears to have worked successfully, you find that when adding Data Manager as a Data Source to CCR, you receive a Test failure with details of the form:
'HTTP Error 500.19 ......'
Possible cause: .Net 3.5.1 is required for CCR - the above error may occur if a higher version of .NET is also installed.
I discovered that on a recent build of a Win2008 R2 server, .NET 4.5.1 had been installed as part of the standard build. Although I confirmed / added all the pre-requisites for CCR as per the Install Guide, the inclusion of this higher version of .NET caused the above error.
Note: .NET.4.5.1 is not added as a server 'Feature' through 'Server Manager'; it is added / removed by Control Panel->Add / Remove Programs - that is why I did not notice it at first...
Having removed .NET 4.5.1 and restarted the IIS service, CCR connected to Data Manager as a Data Source as expected.