DSONLINE is documented as not supported. 

www.microfocus.com/.../GUID-D9C62F26-5C56-430A-85D3-7CF911C75C65.html

re the second problem. If you look at the Dialog System samples provided with the Visual COBOL product they show how this is done. You simply need to add remove(object-reference) to the additional directives in your projects.

For the first problem, there are several Dialog System features that are no longer supported with dsonlne being one of them. This is because dsonline makes use of the Windows Help System which is no longer supported by Microsoft.

Even if you try to run the dsonline example program in Net Express it will fail and navigate to the following web page which states that Windows Help is no longer supported. Error opening Help in Windows-based programs: "Feature not included" or "Help not supported" (microsoft.com)

Gael, is the command remove(object-reference) enough, this mus be replaced by another syntax as obj-ref to be compile correctly.

object-reference is a reserved word in Netepxress 5.1 and Visual Cobol, but not in Netexpress 5.0 and lower version!

cg

remove(object-reference) simply makes it so object-reference will no longer be treated as a reserved word and you can use it as an identifier name. This will make it compatible with source code that came from early releases.

OBJECT-REFERENCE was added by the ISO2002 COBOL standard to be the name of a data category in the INITIALIZE statement.
Micro Focus has implemented this new feature starting in Net Express 5.1 wrappack 5.

removing the directive will allow you to compile existing sources but you will not be able to take advantage of this new feature.