Is CoC inconsistent with cnat_ind axiom?
One way to show that it is consistent to add cnat_ind is to internalize parametricity, i.e., we extend the type system with enough structure so that it can prove its own parametricity, from which it then follows that the Church encoding of natural numbers does indeed give natural numbers. See for instance the PhD dissertation Internalizing Parametricity by Guilhem Moulin.