Hi Bart,
The statement that you read about using the scroll option in the cursor declare applies to statements written in SQL Server Transact-SQL language and does not apply to syntax supported in OpenESQL which is the Micro Focus SQL preprocessor.
The list of available options in MF COBOL can be found in the Net Express COBOL docs under OpenESQL statements -> FETCH. The list does not include ABSOLUTE or RELATIVE.
If you wish to use options that are not listed there you still might be able to do so by creating your statements using dynamic SQL instead of directly in embedded SQL or place your Transact SQL code within a stored procedure in SQL Server and call it to execute the statements.