When you use the STORE statement in PROC MIXED, the file that is stored (called the "item store") contains all information about the model, including the dependent variable. Thus you do not need to re-specify that information in PRO PLM. (You did use the STORE statement, right?)
You say "It did not work in SAS, as one would expect," but that doesn't help us diagnose what happened. Was there an error? Was the graph not what you want?
From the information you've provided, I suggest that you reread the article on the EFFECTPLOT statement AND read the many links in that article, which provide additional information. If you post some sample data (in the form of an CSV or SAS DATA step; NOT as an image file), someone might be able to work with you.
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