When you install a failover cluster, then try and add SQL to one of the nodes, you might be told on the selection screen that the volume that contains the sql server data directory <volume> does not belong to the cluster group. This had me scratching my head for a few minutes.
Turns out that you need shared storage, but don't add it to the cluster yet.
In my case I had three drives. A witness, a CSV, and a drive sitting in available storage. None of them would work. So I removed the available storage from the cluster and pointed the install at that drive and it worked. It took a few minutes while the wizard validated the storage selection but it did eventually work.
EDIT: I did this again and put the disk in maintenance mode and that also worked.