There is an issue with TSSWMSEC job.
When this JOB is run it gets these messages:
TSS0379E PERMIT AND REVOKE INVALID FOR ZONE, DIV, DEPT, AND GROUP
TSS0301I PERMIT FUNCTION FAILED, RETURN CODE = 8
In member TSSWMSEC the PERMIT specified should have been against the PROFILE acid not the GROUP
Change the TSSWMSEC job to the following command
/* Permit the Workload Management group
*/ TSS PER(WLMPROF) IBMFAC(MVSADMIN.WLM.POLICY) ACC(UPDATE)