In a COBOL program, unless you set the return-code to something, the result will be zero (assuming you don't manage to overwrite the return-code field, anyway).
There is nothing automatic to give you a "non-zero" if something goes wrong. Unless conditional processing in the JCL is required (with COND or IF) then we don't tend to set the return-code.
To set a return-code in COBOL:
MOVE something TO RETURN-CODE
Where "something" is best as a meaningful data-name which has the value that you want the return-code to be.
MAXCC is shown on the message from the NOTIFY statement, but as NicC has pointed out, there is no actual MAXCC as something with a value except in IDCAMS.