IEFTMS43 **WARNING CA1 COSI NOT INSTALLED, NO CATALOG TRACKING from TMSINIT was caused by mixed maintenance.
CAS9 installed the SMF exit successfully confirmed by TMSRIM37 TMSSMF83 SMF EXIT LOADED using Release 15.0 of Common Services.
Then TMSINIT ran with a STEPLIB still containing the Release 12.0 CA Common Services modules.
This caused IEFTMS43 **WARNING CA1 COSI NOT INSTALLED, NO CATALOG TRACKING from TMSINIT and actually deactivated TMSSMF83.