User, please tell us your jdev verison!
What type of persistence you are using? Hibernate? JPA?
Lazy means that the child records are only loaded on demand (when they are needed), whereas eager means that they are loaded directly.
As far as I know lazy loading need the connection to the DB to be open when the demand comes. If this is not the case you get the error you see. In this case eager fetching should work.
As this is not ADFbc I'm not sure if lazy loading should work or not. You may want to ask this question in a more specialized forum.