I have a similar error working on an IIS webApp that use traditional CGI and python on a Windows 10 Enterprise workstation. If I try to execute something that uses pymssql, pyodbc, etc. I get the importError: DLL load failed. However, I can execute the exact same server-side code on our production Windows 2016 IIS server from Firefox. It only fails in Firefox on my Windows 10 workstation with a localhost url.
The same localhost url targeting Python CGI through IIS works fine on a Chrome based browser. So my workaround has been to switch Browsers for Python CGI code.