You may need to use ldd on the libraries you find by running ldd on the binary.
cx_Freeze is actually running ldd internally to do precisely this [1]. It's just some of the later heuristics that seemingly exclude some of the required libraries. If you've got time to work out what's going wrong, we should be able to fix it in cx_Freeze. The source isn't very large if you want to have a look at it, although it's a bit short on comments.