While I am no Axis2 expert, from my theoretical understanding of its class loading mechanism, I see two options:
Ensure that cayenne-server.jar and cayenne.xml are loaded by the same ClassLoader (cayenne-server.jar should be in /WEB-INF/lib, while cayenne.xml - in /WEB-INF/classes/),
Set current thread classloader in your Axis code in the place where you bootstrap Cayenne, so that DefaultConfiguration could locate the XML files:
Thread.currentThread().setContextClassLoader(getClass().getClassLoader());