How is the COBOL Server product setup on the shared server?
Is the entire COBOL Server product installed including the license manager software?
You had posted a question previously about deploying only certain run-time files with your application so this makes me believe that there may be some aspects that are missing.
Please see the docs regarding setting up your application to run from a ahared server found here:
Is this how you have this setup?
What operating system is running on the workstation?