Calling system programs from COBOL is doable provided you use the correct 
calling conventions. 

I OS we have two different ways of passing parms ... Generally see 
https://www.ibm.com/docs/en/cobol-zos/6.3?topic=statements-call-statement

by Reference, content or value...


Check out 
https://www-40.ibm.com/servers/resourcelink/svc00100.nsf/pages/zOSV2R4sa380684/$file/ceea400_v2r4.pdf
 
z/OS Language Environment Writing Interlanguage Communications Applications 
SA38-0684

For Additional Help

Also : See 
https://www.ibm.com/docs/en/zos/2.1.0?topic=program-writing-jcl-command-execution
 

There are three different ways to run under the TSO TMP...
IKJEFT01, IKJEFT1A and IKJEFT1B

Usually IKJEFT01 will result in a return code of ZERO ( 0 ) provide SYSTSIN and 
SYSTSPRT DD statements exist and are valid

IKJEFT1A will return S04C if a system abend occurs in a program or command be 
executed ... 

IKJEFT1B will return the return code of the last command's return code...
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