Do loan applications and originations for natural persons (individual, DBA, or sole proprietorship) count as a covered application or covered transaction?

Yes, as long as the primary purpose of the transaction is a business purpose.

Where are helpful resources available? 

CFPB website https://www.consumerfinance.gov/

Please confirm whether loans or applications to individual borrowers (no DBA name), for business purposes, are reportable if they meet the $5MM revenue requirement. We frequently make business purpose loans to individuals, in their own name, without a DBA. These loans are usually coded as 4A for call report purposes and are currently reported in the CRA Loan Register as small business loans.

I would believe they are reportable because the are a business purpose credit and meet the definition of small business with GAR<=$5mm. Don't confuse this with loans for investment purposes.