Error "173 Called program file not found in drive/directory" trying call C DLL from Cobol on Windows

Hi,

I'm hoping there's someone who can assist. I am a consultant assisting a customer migrate their mainframe Cobol application to AWS/Windows/MF. I have responsibility for a certain C DLL that needs to be called from some of the Cobol programs. The test Cobol program is clean compiled; however, am having trouble getting passed the error:

Load error : file 'n3sgau'
error code: 173, pc=0, call=1, seg=0
173 Called program file not found in drive/directory

The file n3sgau.dll has been copied to every possible location that I have seen reference to on the web. It's in a folder in %PATH%; in a folder in %COBPATH%, in the folder that the Cobol program executable is being run from.

Have tried with and without using the following (and variations of it):

01  LOAD-DLL-PTR                USAGE PROCEDURE-POINTER.
SET LOAD-DLL-PTR TO ENTRY "n3sgau.dll"
SET LOAD-DLL-PTR TO ENTRY "n3sgau"

Have used DEBUG and breakpoints at the above SET statements (LOAD-DLL-PTR has H"00000000").

Does anyone have any suggestions of where to go next?