The DEFINITIVE ANSWER!
Okay both the CF-20 and CF-33 are Wacom EMR based digitizers (as mentioned above).
Wacom has a compatibility list page here. It is a little bit confusing, but look at the Wacom On Pen Display. This is the same EMR tech they ship out for other manufactures. In fact if you look at the LAMY AL-star black EMR Digital Writing pen information, it specifically lists the Toughbooks it works on.
This is a very short list of pens that will work, there are likely a LOT more. But I was specifically after a Wacom pen anyways.
Wacom One Pen (CP91300B2Z)
Hi-Uni Digital Mitsubishi Pencil (CP20206BZ)
STAEDTLER, Noris digital
STAEDTLER Noris digital jumbo
LAMY safari twin pen all black EMR Digital Writing
LAMY AL-star black EMR Digital Writing
Pilot Dr. Grip (CP202A01A/CP202A02A)
THIRDWAVE Mitsubishi 9800 digitizer pen
Galaxy S22 Ultra S pen
King Write MR05
Kaweco AL SPORT Connect EMR
I have verified the STAEDTLER, Noris digital pencil works. I really like it, and am going to get another unmolested one LOL! I REALLY want to put the core into a STAEDTLER Mars 780 2mm graphite holder. I have a FULL set of the vintage German ones labeled with every hardness of lead they make. A full drawing set. Easily $300 invested there. There is nothing else that feels like they do and I ABSOLUTELY LOVE drawing with them! But I don't know if I could stomach tearing a vintage one apart to modify for the core. They still make them, but the new ones feel slightly off. The vintage ones actually weigh 14 grams, the new ones weigh 12.
I may grab a Wacom One Pen, it is cheap enough to try out. But I think out of all the Wacom pens, it really looks cheap... And I wanted one that would first in one of the nice Wacom cases with spare nibs. Obviously, there is still the factory CF-33 pen... It is a bit pricey, but I have spent much more trying to find alternatives. The CF-20 pen is okay, but too small for actual drawing. And the nibs...
Nibs are the BIGGEST reason to upgrade to a Wacom. You can really fine tune how it feels with the right nib. Screen protectors too can play a big part.
Well I got my CF-20 for its compactness and tablet mode. I didn't get it to be a drawing tablet. I went down a bit of a rabbit hole there, and that's the sole reason I grabbed the CF-33. For my intended usage, a tablet/pc all in one option makes more sense than drawing monitor plugged into a computer. Even using a laptop, I loose a lot of portability there.
But I am also wondering what (if anything) I am giving away with this setup? Years ago I had a Wacom drawing pad, and I loved it. But it wasn't a drawing monitor and it wasn't as immersive of an experience. It actually wasn't worth the effort to setup for the simpler photography stuff I was usually using it for. And it felt off for actual drawing and wasn't fun to use there. Anyways during my hunting and cross referencing, I put in a low bid on a fairly nice Wacom Drawing monitor that I now have some pens for... And I surprisingly got it! The advantage of shopping for items on eBay that won't make it by Christmas, before Christmas. No competition. So I am going to try a proper Wacom setup out and see how it compares to the Toughbook system.