class Company
{
public string Name { get; set; }

public List Loans { get; }

// The other properties / columns goes here...

// Constructor
public Company()
{
	this.Loans = new List();
}

}

class Loan
{
public string CompanyName { get; set; }

// The other properties / columns goes here...

}

static class Main()
{
Dictionary companies = new Dictionary();

foreach (DataRow row in companyDataSet.Tables\["Company"\].Rows)
    {		
	Company current = new Company();
	
	current.Name = row.CompanyName;
	// Fill here the other properties...
}

foreach (DataRow row in loanDataSet.Tables\["Loan"\].Rows)
    {
	Loan currentLoan = new Loan();
	currentLoan.CompanyName = row.CompanyName;
	// Fill here the other properties...
	
	companies\[currentLoan.CompanyName\].Loans.Add(currentLoan);
}

// FillGridViewWithDictionary(companies)...

}

It is only an option, but... You may need to create a third dataset which the relationship itself is defined, and feed it with the information you get from these two webservices. After that, you still can iterate through this third dataset to fill your gridview.

Sorry in advance for my english. Possibly is not good enough yet... Do you have the possibility to change your interface? I'm thinking that a solution to your problem could be the use of events on your CR5 class. (Observer pattern) You could create an event on CR5 class that can be subscribed by the class that contains the progress bar. Then, you can fire your event on the AttempWrite function with a parameter that indicates de current progress value to set into the progress bar. Is it a possibility? Or are you constrained to this interface contract?