The most common issue is that ProB needs to find values for the constants which satisfy the properties (aka axioms in Event-B). You should read the tutorial pages on this (in particular Understanding the ProB Setup Phases and Tutorial Troubleshooting the Setup)
Existential quantifiers can pose subtle problems when solving constraint problems.
For an existential quantifier #x.P ProB will often wait until all variables in P apart from x are known to evaluate the quantifier. Indeed, if all variables apart from x are known, ProB can stop when it finds one solution for x. Take for example:
#x.(x:0..1000 & x=p) & p:101..104
Here, ProB will wait until p is known (e.g., 101) before enumerating possible values for x. However, it could be that the predicate P is required to instantiate the outside variable, as in this example:
#x.(x:100..101 & x=p) & p:NATURAL
Here, the existential quantifier is required to narrow down the possible values of p. Thus, before enumerating an unbounded variable, ProB will start enumerating the existential variable x. Note, however, that the priority with which it will be enumerated is much lower than if it was a regular variable! Hence:
One exception to the above treatment are existential quantifiers of the form #x.(x=E & P). They are recognised by ProB as LET-PREDICATES. This is a good use of the existential quantifier. This quantifier will never "block".
Classical B contains the transitive closure operator closure1. It is not available by default in Event-B, and axiomatisations of it may be very difficult to treat by ProB. Indeed, if you define the transitive closure in Event-B as a function tclos from relations to relations, ProB will try to find a value for tclos. The search space for this function is (2^n*n)^(2^n*n), where n is the size of the base set (see Tutorial Understanding the Complexity of B Animation). For n=3 this is already way too big too handle (the search space has 1.40e+1387 relations).
Hence, in Event-B, you should use a theory of the transitive closure which contains a special mapping file which instructs ProB to use the classical B operator. See the page on supporting Event-B theories along with the links to theories that can be used efficiently with ProB.