Since we don't have the macro code here are some suggestions:
1. Check the log for errors after running the macro. Also remove the clean up stage from the end where the interim data sets are deleted and re-run.
2. Check for the data set _tcmb1 which is what the macro appears to call, but from a quick overview I can't see where its created.
3. Check for the data set CLLO/CLHI if it exists