Yes, in general Windows uses the ???????.DLL format. The problem with that format is that the short name of the DLL can vary between different machines, depending on what other DLLs with similar names are installed. That's no big problem for native apps, the short name used for registration will match the short name in the filesystem. However, it does present problems when moving an app from one machine to another, like you can do with ThinApp. To work around this, ThinApp uses it's own form of short names, the ???????.??? you mention below.
We try to make the difference between Windows and ThinApp short names invisible. Seems you ran into a case where we failed. Please file a bug report so we can investigate and fix this.
Thank you for your answer and clear explanation.
As a workaround we have created Windows corresponding short names of all loaded components and the application load the components correctly.
This is penalized for the sandbox size, since all concerned components will take two times their size in the sandbox.