Hello,
I tried to reproduce this bug, I have also an error with the same configuration. I don't have his problem, however when I quit Pharo, the connection shutdown makes Pharo crashes, but when I only do the connection shutdown, it works.
I downloaded the dll here : https://ci.inria.fr/dbxtalk/view/OpenDBX/job/CLibrary-OpenDBX-1.4.6-Mysql/Platform=dbxtalk-windows-32bit/
Cheers,
Franck WARLOUZET