Unable to capture test data for batch COBOL when the program abends and code coverage is enabled

A controlled abend in the main module will not import the data necessary to get to the replay step.
The abend is the cause; but the abend needs to be generated to get a full result for the test case and code coverage.

For example, on an error with a File Open statement within the COBOL module, the program checks the non- zero status code and proceeds to the calling of CEE3ABD to perform the abend. It is here, where during the TAZ data capture, nothing is imported and the test is not added, thus, never capturing those lines of code that were executed.

These are the sequence of errors seen on the client when this scenario occurs.

Job hits abend and these errors are reported:
Record data for test case
Operation Failed
TAZED2008E JES job with job name T5ABCDEF and job ID JOB00967 failed on remote system XABC.FG.COMPANY.COM. Return information: ABEND U4005.
TAZED0729I The batch application is currently being recorded by job JOB00967.

*Still trying to import, but there is an abend:
TAZED0749Q Recording job JOB00967 failed (return code ABEND U4005), but recorded data file "BB0012.DBB.QFXXXXXX.TAZ.REC.AQUPLAY.T5ABCDEF" is not empty. Do you want to import it?
TAZED0729I The batch application is currently being recorded by job JOB00967.

*Job is still recording, but import finds nothing:
Record data for test case
Setting contents for '/Mainframe/TAZ/TESTCASE/ABCDEF.rec'
Importing recorded data
TAZED2235W No test data was imported.
TAZED0729I The batch application is currently being recorded by job JOB00967.

*Reports that the import fails:
Import Test Data (Not Responding)
TAZED2235W No test data was imported

*Lastly, reports everything fails - recording data, Importing data, and job
Record data for test case
Record test data for a batch program
TAZED0751E Importing recorded data failed
TAZED0733E Importing recorded data file "BB0012.DBB.QFXXXXXX.TAZ.REC/AZUPLAY.T5ABCDEF" failed
TAZED0729I The batch application is currently being recorded by job JOB00967.

Record Data for test case
Record Data for Batch program has encountered a problem
TAZED2008E JES job with job name T5ABCDEF and job ID JOB00967 failed on remote system XABC.FG.COMPANY.COM
Return information: ABEND U4005
TAZED2008E JES job with job name T5ABCDEF and job ID JOB00967 failed on remote system XABC.FG...