Some of the areas to look at:

Connection to Internet - hardware/IE settings
Anti-Virus, Firewall software
Ability to connect to any secure site
Money updates current

Have Commerce log your attempt to authenticate

Since you already have a case running, Microsoft support
should be able to set up a 3-way call with Commerce support

- quote -

I have been trying to setup a friend's Commerce Bank account with no
success. I've contacted Commerce's support, but they're no help. The
problem always comes up during the setup saying the financial institution
has encountered an error - no me help than that.

I've also contact Microsoft, and they didn't have any advice. We have the
account numbers and pins correct, but still no go. There are two Commerce's
in the list, and we've tried both (Even though we're told to only use the
PA, NJ, DE one.) Does anyone else use this bank with success?