Moneybox savings accounts hold your savings via third party banks, which are all covered by FSCS protection.
If you signed up before 23rd April 2020, your Cash LISA is likely powered by OakNorth Bank. If you signed up between 23rd April and 17th August 2020, your account will likely be powered by Investec. You can check your partner bank in-app in Accounts > Lifetime ISA.
If you signed up on or after 17th August 2020, you hold a Moneybox Cash Lifetime ISA. Information on the banks which hold funds in this account can be found on our FSCS page.