According to the regulations, together with your application for citizenship under the CBI program, you need to submit also a copy of the Schengen visa as well as a declaration stating whether you have submitted any citizenship applications to any other member-state(s) of the European Union. Now, if you don't hold a valid Schengen visa, you will not be able to submit an application under the program. The fact that you have been rejected a tourist visa by the U.K. two years ago, we do not foresee that this could potentially create problems to an application under the CBI program given that your second application was approved and since it did not involve an application for citizenship but merely a tourist visa.
