CL (MENUA) call COBOL (PGMAC) call CL (MENUB)
When the CL MENUB exits (runs command “RETURN”), it should return to the statement in PGMAC (after the call). Have the program PGMAC closes the files (if open) and do a “GOBACK” which should send it back to MENUA. This should cure your problem.
You could have the COBOL program to have a parameter passed to it to let the CL program MENUA can check to see if the user has authority or not , then the CL MENUA can call MENUB. This will allow you to exit the COBOL program before calling MENUB.