Edited to add solution: changed to use the constructor that takes a Microsoft.Xrm.Client.CrmConnection rather that a String connection string and it works.
I used the crmsvcutil.exe to generate the data context for our crm environment. When I try to initialize the connection. This line: public CSIDataContext(global::System.String name) : base(name)
throws this error: Unable to load the connection string name 'Authentication Type=AD; Server=/rest of conn string is here/'
This code resides in a BizLayer class library project and is being called from a win form test project. If both the generated entities class and the calling code are in the same project, I don't get that error.