You need to add all lib files like jdbc drivers, etc in the oozie share lib folder inside sqoop folder . This should resolve your issue. To check the library files invoked/used by the job , go to the job tracker for the corresponding job and in syslogs you will...
hortonworks-data-platform,sqoop2
Try this : sqoop import --connect "jdbc:sqlserver://192.168.40.133:1434;database=AdventureWorksLT2012;username=test;password=test" --table ProductModel --hive-import -- --schema SalesLT --incremental append --check-column ProductModelID --last-value "128" ...