Any DLL whose function entry points adheres to the interface spec on the DLL Object can be loaded into an EFS (caveats below).
Your big problems have to do with blocking (i.e. your library hangs, waiting on some resource), slow processing times and any call which would trigger a Windows message which eSignal would try to process and, of course, cause a crash of some sort. This is especially true of v10.x because it's single-threaded.
I don't know if libmysql.dll is going to cause you problems. If the function names aren't mangled because it's a C++ DLL and the above is not a problem, then sure, why not, it should be pretty straightforward.
One thing to keep in mind. Javascript is slow enough as it is and trying to make synchronous calls to a database on the same thread as an EFS which is updating your chart is not such a good idea. You may find that your data starts to lag on your charts.
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