CAN Loopback test using SN65HVD233-HT
The loopback function of the SN65HVD233 does not work by shorting the output of the micro, instead it removes the device from the bus by putting the CANH and CANL pins into a high impedance state - see page 1 of the datasheet.

This will not cause any transmission errors due to the physical layer, you will however need to put the micro into the test mode as there won't be a node on the bus to acknowledge the message and you will get repeated transmission otherwise.

The easiest way to test this would be to fire up the device and step through the program checking the registers as you go.
Using the loopback mode only tests the connection between the micro and transceiver, it won't allow you to check the integrity (soldered correctly/shorts?) of the transceiver outputs (CANH &amp; CANL).