The COBOL CICS syntax

EXEC CICS
     DELAY MILLISECS(250)
END-EXEC.

is not supported.

During compilation, the errors produced are:

* 801-E************                                                    (   0)**
**    External Compiler Module message
**    EC1210 MILLISECS is not a valid option for DELAY
* 801-E************                                                    (   6)**
**    External Compiler Module message
**    EC1221 HOURS required with FOR,etc.
* 801-E************                                                    (   6)**
**    External Compiler Module message
**    EC1221 MINUTES required with FOR,etc.
* 801-E************                                                    (   6)**
**    External Compiler Module message
**    EC1221 SECONDS required with FOR,etc.

Full article: https://portal.microfocus.com/s/article/KM000011411