Does the NATS menu actually list an option to program or add an Immobilizer key? If not c/u initialization I believe is essentially just kind of an automated type of  B@tch slap to get the modules to wake up and get online with their sh@t together and reestablish  communication between each other, I think Ford calls it a parameter reset.

  Make sure the vehicle battery is good Try keeping a battery charger on the car during the procedure , when you go to crank  the car, if the voltage on the DLC that powers the DS708 goes too low underload, it's possible it  might drop communication.