You should specify exactly what is not working.
Are you trying to say that specific devices should be fully recognized and somehow automatically set up?
That is not the general rule of thumb and is a relatively new “feature” in may virtualization technologies.
In your case, you seem to be describing two very different types of USB devices… A fairly common input device (the Wacom) and a fairly complex video input device (the Grabby). Input devices are not nearly as difficult to support because they conform to common API. Video devices on the other hand are highly variable and may need special coding to support.
Historically, USB devices have had to be set up manually and then connections set up appropriately depending on the type of device. So, even for the Grabby you can try some of these methods but YMMV. My guess is that you should first contact Grabby support for their advice.
Maybe an update to VirtualBox 5.0.4 might have the support for what you are looking for. I agree with Jim that you might want to check it out at the Oracle Virtualbox forums.