Added a server via IP address as it's in a remote DC, test ran fine. After clicking Add to monitor the server, SQL Monitor resolved the IP to the cluster name, and attempted to add the 2 cluster servers via name (which is great, much easier to recognise servers via name than remember the IP), however SQL Monitor failed to connect, with WMI errors, RPC Server unavailable etc.
These errors were misleading, as the real reason it wouldn't connect is that the server couldn't resolve the DNS names. Adding them to Hosts file sorted it straight away.
Connecting should attempt an nslookup first, and display an error message if it can't resolve the DNS name, before attempting to connect to the server.