Hi John,
It looks like you might have multiple installations on the same machine, or none has been made primary.
Look at the setmqinst -i command. At least one of the installations should be made primary so that most environment variables are present when the service runs. The service will be able to use other installations, not necessarily the one corresponding to the default environment.
To check which version is primary you can run dspmqver -i . Please note that if running under SYSTEM you can have domain users authenticate that are in the local groups. With MUSR_MQADMIN only local users and local groups can authenticate.
To use against a specific qmgr run call setmqenv -m QMNAME in the command file, or interactively in the command shell, so that your environment is setup for the installation running this qmgr.
Also make sure the qmgr is running as service or startup automatic. Otherwise (running as interactive) it will be shutdown the moment you logoff.
Hope it helps