When a COBOL program runs in a TSO/E address space, it can call IRXINIT with the FINDENVB parameter to get a REXX environment block and then call IRXEXEC with that block to invoke REXX programs. This works without issues.
But when a COBOL program runs in an IMS BMP address space, the IRXINIT FINDENVB request does not find an environment, and the IRXINIT INITENVB request returns 100, which is indicative of an abend. I'm confused whether a REXX environment can be initialized in an IMS BMP address space by using IRXINIT because IRXINIT is documented in the z/OS TSO/E manual, which leads me to believe that it might only be meant to be called in a TSO/E environment.
How to create a REXX environment in an IMS BMP?
I was able to figure this out after reading the manual more carefully. Yes, it is possible. It's even possible to create a REXX processing environment that is integrated with TSO/E by calling IKJTSOEV. That's nice because a REXX that uses LISTDSI, a TSO external function, can run in an IMS BMP region. The biggest practical limitation seems to be with ISPF, as the TSO environment started by IKJTSOEV is in background mode, which does not support working with foreground screens.