The European Round Table of Industrialists (ERT), which brings together around 50 firms from Germany's energy giant E.ON (EONGn.DE) to the Dutch publisher Wolters Kluwer (WLSNc.AS) to the British-Swedish pharma group AstraZeneca (AZN.L), also issued a warning during their meeting with May.
One is max fac, or maximum facilitation, in which Britain and the European Union would be entirely separate customs areas but would try to use technology to reduce friction and costs at the border. "We need to put all of our resources into developing a workable solution, and quickly".
In a statement released after Wednesday's meeting, the ERT said: "We appreciate the prime minister's openness to ERT views and were able to express our own views and concerns".
The group met Mrs May to discuss the UK's future trade relationship with the European Union, on which Brussels has imposed a deadline of October for a final agreement.
The industry leaders warned that "uncertainty causes less investment". But that amounts to erecting a border between Northern Ireland and mainland Britain, which May has said is unacceptable.
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Mr Soros added: "Best for Britain fought for, and helped to win, a meaningful parliamentary vote which includes the option of not leaving at all.
May has ruled out a future customs union, and is considering two alternatives.
British manufacturers on Tuesday said the government should abandon one of its main customs proposals for after Brexit, criticising the so-called "max fac" option as unrealistic and a waste of money.
Mrs May's preferred customs partnership would see Britain collect import duties on behalf of the European Union but the option was rejected by six of the 11 ministers in her Brexit "war" cabinet.
On Tuesday, Downing Street called for the European Union to ditch "soundbites and negative anonymous briefings" in Brexit talks following reports of a bad-tempered phase of negotiations. Another EU official involved in the talks stressed the bloc was running out of patience. "Instead, they want to opt in to just about everything", the person said.
"If the Brits don't change their approach, there will be no more negotiations".