The problem that you are reporting sounds very much like an issue that I dealt with previously that has been fixed in the upcoming Visual COBOL 2.2 release.
Please contact Micro Focus Customer Care and create a support incident for this problem so that we can recreate it and report it to development and test that it is the same problem.
In later releases of Visual COBOL we have added support for the ATTACH and DETACH statements in order to better facilitate the use of setting event handlers.
Please see the managed code reference section of the documentation covering delegates and events for syntax examples of using these statements here.
Thanks.