Yes it stops at boot. The CM Setup Wizard does not work in many CyanogenMod 14 ROMs including OnePlus 2. This might be a BUG from CM as CM 14 is in bringup stage. But as a workaround for now you can delete the CyanogenSetupWizard folder from /system/priv-apps to bypass the initial setup.
How to delete the CyanogenSetupWizard folder???
The below must be done before booting up the ROM.
– Mount the system from the TWRP recovery. Goto mount -> select the system and go back.
After that select Advanced -> File Manager.
– Go to the location /system/priv-apps/ and delete the CyanogenSetupWizard folder
http://forum.xda-developers.com/showpost.php?p=68572578&postcount=431