The ESP8266 is a wifi chip, so almost certainly OK to operate without a license unless you're doing something really bizarre with antenna gain to get above the 36 dBm EIRP threshold.

LoRa can run in any band you want, but it's almost universally deployed in ISM bands as well, 315/433 or 868/915 MHz. I don't think I've ever seen a LoRa chipset that would push enough power to exceed part-15 regs.

HOWEVER, to be strictly legal, a part-15 device actually needs to be tested and certified thereas. Otherwise the parts can only be sold as a kit and stuff, which is how pretty much all lora stuff is sold right now. And you'd be hard pressed to piss anyone off enough to care.