I am trying to find out the agency sponsoring my clearance investigation. I asked my FSO and they replied that the customer wants to stay private. I want to figure out if my case has been adjucated yet and they will not reveal it to me. My investigation is not in the DSCA’s DISS so it is not DoD. I don’t know how I can find out the agency for this. Does anyone know how to find out one’s agency? Thanks.
Finding out the sponsoring agency won’t do you any good.
Once you get briefed, you’ll know 
In some cases, the contractual relationship between a government customer and a contractor may actually be classified. This can make it tricky when you are trying to move on and a potential employer asks who granted your current clearance. But @rocket is right, no point in worrying about it now, won’t help anyway.
So what is the process of acquiring a status on your case if you don’t know your agency and your FSO won’t tell you anything?
If your FSO hasn’t said anything just be patient.
Like sbusquirrel said, it is likely that the customer is either classified, or the relationship between the customer/company/you is classified.
I know some folks that knew a customer in advance, but that’s only because the investigator talked too much 
Individuals do no reach out directly to the customers, that’s what the FSO is for, when needed.
I don’t think that you can (or should) try to go around your FSO’s back on that one.
Waiting 2/2.5 years isn’t unusual for some agencies…