I'm using 2012 HPC Pack. I can successfully send jobs to the head node. When the workbook is loaded by compute nodes each time a dialog window opens.
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I've tested this by stopping execution on a CN and reviewing the references under Tools>References. The refererences exist and are valid, none are missing, as shown below.

Unchecking any reference and checking it again accepting with OK displays a dialog.

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Thereafter I'm able to execute workbook code.
This prevents me from sending requests to the cluster and executing them. Is there an alternative to late-binding every reference? I really don't want to down that road as it's a lot of extra work. The client machine that sends the requests has no issue
with references, no do any other machines I test on. This is only occurring with CN in Azure.