I have a C++ app that loads lot of C++ DLL and few selected C++\\CLI ones. On one of the machines (Windows Server 2003 SP2) on start-up I was getting error message
I ran into a similar problem with a C++/CLI application crashing during start-up and it was also pretty obscure, it took me some debugging and googling to find out that the culprit was the WinMM DLL (Windows Multimedia library) that was doing some "unsafe" stuff in it's entry point function (namelly calling "FreeLibrary" multiple times - something that I think is explicitly marked as unsafe in the documentation). I did find some KB article or post in the Microsoft Website about this and the solution was - as in your case - to dynamically load the DLL (that has the same effect as the /DELAYLOAD switch) instead of linking statically to it.
In your case I see that you also load the WinMM library. Is it loaded directly by your application or indireclty via your CustomCpp_CLI module? Would be interesting to know if you have the same problem but in any case it seems that the general rule is that it's not safe to statically link to some "misbehaving" DLLs in a C++/CLI project.