The main issue here, though, is you are using a newer version of Lucee which does not bundle the Hibernate extension by default:
Lucee ORM is no longer being developed or bundled by the Lucee Team, Ortus have forked and taken over the development of ORM for Lucee, see Introducing: The Ortus ORM Extension .
As far as I can tell, this is the root cause of your big yellow error on both MySQL and MSSQL, because the Hibernate class is not found. This is not related to ContentBox - any attempt to use ORM code on Lucee 5.4.1.8+ would throw this error, regardless of the coldbox, contentbox, or CBORM version.
To work around this issue, I would recommend installing the Ortus ORM extension. The easy way to do that to get started is to log into the Lucee Admin and install it from the Extensions Admin interface.