does Expression.Sql , CreateSQLQuery etc create SQL dependencies in nhibernate
ie, whether these will fail while running in another DB; mysql, oracle etc..?

Expression.Sql, CreateSQLQuery:
Depends on the sql you use in the statement. If you use features that are not supported by all databases then they will fail

CreateQuery/CreateCriteria:
These queries are based on the mapping and the generated sql depends on the dialect that is specified in the config file.