I have run some tests with my colleague, and we cannot get your program to fail on either Net Express and Server Express. In addition, we tried with the default directives or with the ones that you mentioned in your initial post.
Here's the result with Net Express:
S:\285\Community\IllegalChar>run PGM0C7.gnt
Micro Focus Net Express V5.112.0022
RUN TIME ENVIRONMENT Copyright (C) Micro Focus IP Development Limited 1984-2015
URN AXCGG/AA0/00000
ESEGUIAMO 0C7 O NO ?!??!
WK-A: +003
WK-B1: 00003
WK-B2: 00003+
WK-B3: 0000000003
WK-B4: 00003
WK-B5: 0000000003
WK-B6: 00003
Here's the result with Server Express:
/home/support/blairm/fano > cob -ug PGM0C7.cbl
/home/support/blairm/fano > cobrun PGM0C7
ESEGUIAMO 0C7 O NO ?!??!
WK-A: +003
WK-B1: 00003
WK-B2: 00003+
WK-B3: 0000000003
WK-B4: 00003
WK-B5: 0000000003
WK-B6: 00003