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Assuming that you are not trying to load cis.dll yourself (it is very unlikely). Here are some hints on where to look for problems.
You seem to be initializing a new ORB client during your context initialization, resulting in attempt to load cis.dll (which is internally used by ORB). Of course, the error goes away when you set delegate=true in sun-web.xml because the system classloader is used to load ORB and cis.dll is found in that class loader.
As for not finding class files from jars in WEB-INF/lib, that is not an expected behavior but maybe some more information on the what is on your filesystem under applications directory and the entry for the application in server.xml file along with the error message in server.log file will likely give some clues.