If the customer is using a Third party service (widget) within their Site, sometimes it is required that your hosted domain is added to their whitelist list of "approved domains" before those widgets can load.
For web users, the API key is unique to the domains and first-level subdomains that you specify. Your customer will need to add an additional domain (i.e. www.yourproxydomain.com) to their list of approved domains within their Admin Area.