Well, it might be a couple of things! First - it is important for the custard cream to be thickened before trying to mix the other ingredients into this. Definitely don't rush the process for thickening this, otherwise the batter will be very very runny and may not set. If your custard was well thickened, it might simply be that you need to continue baking a bit longer. As you can see in the post above - after 20 minutes, my cake looks relatively set. It has a lightly golden top and only a slight jiggle. But, if you put a skewer into the centre, it is still liquidy and more of a pudding than a cake. Continuing to bake for another 20 minutes, the cake firms up.