Q: Why does my OData request fail to find an attribute/property on my Customer entity?
A: The attribute name on the entity may not be what is expected. On the Unify -> Merge page in Customer Insights, edit the attribute in question (click the triple-dots) and verify that the Name field is what is being used (not Friendly Name).
Additionally, you can check the Search Configuration on your instance to make sure that the attribute is being included in search and/or filter (depending on the desired action).