The terminal name (CMDXTRNM) in CMDX is all zeroes.
Resolving the problem
MVS support advises that TRNM (terminal name) is not supplied and this is within the z/OS design currently. CMDXTRNM (and certain other fields in CMDX, ASID being one of them) were always zeros. While this is not currently in z/OS plan to be changed, a requirement is being entered.