"Load next volume" message getting cancelled

Note before answering the question:  I have checked the system reply
list!

I have a backup running at one of my AS/400 sites that is beginning to
need a second tape.  I am specifying the two volume IDs, i.e.
VOL('FRI1W1' 'FRI2W1') , but when message CPA4089 appears to tell me
that I need to "Load volume FRI2W1 on device TAP03. (C G)", it gets
responded to automatically by the system with a 'C' response.

Immediately following the auto 'C' response, is a message CPF5104
"Cancel reply received for message CPA4089.  Either a cancel reply was
received from the operator or the program, or the system used a default
reply..."

This all occurred in the space of a second and it happened at 3:00 in
the morning when the building is empty, so I've ruled out someone
pressing the magic key.  I looked in the system reply list, and CPA4089
is NOT there.  I checked both the job log and program source for CPA4089
being monitored, either by a global MONMSG or "local" MONMSG, and
there's nothing there.  The program has no global MONMSGs, and their is
no MONMSG on the command that issued the request for the next volume.

Where else can I look?

Dan Bale
IT - AS/400
Handleman Company
248-362-4400  Ext. 4952
D.Bale@Handleman.com
  Quiquid latine dictum sit altum viditur.
  (Whatever is said in Latin seems profound.)