I have spent a long time trying to figure this out. I have a custom post type (companies) that use a custom taxonomy (company-categories). The Custom Post Type works fine, but the category pages for company-categories never list any of the posts. You can see this all on my blog …
Custom Post Type:
http://www.thefirearmblog.com/blog/companies/
Custom Type Post Example:
http://www.thefirearmblog.com/blog/companies/legacy-sports-international-llc/
Custom taxonomy Example (Fails to find anything, above Custom Post Example should be listed):
http://www.thefirearmblog.com/blog/company-categories/optics/
Kind regards,
Steve