I would still like to find out what was wrong with the one I coded..
I am not sure how you missed it when you read the manual.
From TSO/E System Programming Command Reference, SA22-7793-04, referring to CONSPROF:
SOLDISPLAY(YES | NO)
NO ... If NO is specified, solicited messages are stored ... where you can retrieve them using GETMSG.
It is not explicitly stated, but probably specifying SOLDISPLAY(YES) prevent the GETMSG from working.
And from the Rexx Reference:
To use GETMSG, you must:
* Have solicited or unsolicited messages stored rather than displayed at
the terminal during a console session. ...
You can also use the TSO/E CONSPROF command to specify that solicited
or unsolicited messages should not be displayed during a console