There is no solution for this without editing the ActiveX code. Since the DLLs in question are third party resources, such editing is not possible.
After testing 3 different ActiveX that load a web page that either take a screenshot or save as .mht, it was found that they all failed when loading a page that was querying SQL on the same server. After contacting the 3 DLL developers we were informed by all of them that their ActiveX has no impact on MS-SQL.
Unfortunately, our tests tell us otherwise. At this stage we are left guessing however this article about in-process vs out-process execution may be related.
The workaround for us to solve this problem was to assemble the page to be captured from request queries passed to the page rather than populate from SQL queries. This alternate works perfectly.