In the first place - why is this in the Cobol section and not the MQ section ??
In the second place, the queue doesn't "wait" - the MQGET does, Thirdly, the 2033 isn't "thrown" - it is returned.
You don't show any code to explain what you're trying to do. Have you correctly placed the replytoqueue in the MQMD for the request? Have you an application that is correctly receiving, processing and replying to the request message? What MsgId and CorrelId values are you setting in the MQMD for the MQGET (do they correspond with what the server applicatgion is setting)c? Are both the client and server applications connected to the same QMgr?