Not familiar with "The Link King".
This however " date of birth variable is a string formatted as YYYYMMDD" is something to consider. If the program wants actual date values then perhaps you need to take a pass through the data to make sure the strings are converted to SAS date values.
By any chance does the "35 K records with missing date of birth values" correspond with how many records you have in the set, i.e. about 35 K total records?