So I quit the tool and ran HDToolBox. It had one drive listed, which was listed as SCSI, Address 0, LUN 0, Status Unknown.
Did you try running the machine without the CF adapter? Do you have other software on floppy? What do you think?
One of the strange things (I suppose there are a few) in Amiga's OS is HDToolBox lists all hard drives as SCSI, even when they are obviously IDE. I think it is a quirk in the rom. You should not worry about this, simply pretend it's right and continue partitioning and formating.
IIRC, not all CF cards and adaptors are compatible with the older Amiga IDE interface. Others here can spell out the incompatibilities.
Welcome to Amiga! You have been given a unique system, even by today's standards. Err, especially by today's standards, the more computers evolve the more the hardware and OSes look the same and copy each other. Progress, right?