Whether the view is on a table on the same catalog or on a different catalog is abstracted by the database, i.e LLBLGen Pro will only deal with the view regardless.
As LLBLGen Pro will issue an INSERT INTO statement against the view, so if this works in Query Analyzer for example, then it should work here.
Would you please try to map the specified view to an entity?
An old thread, just for reference:
http://www.llblgen.com/TinyForum/Messages.aspx?ThreadID=7530