Am I doing something wrong to cause this? It looks like these messages are going to the log file and there's a lot of these!
no
They *appear* to be legitimate errors, as in whatever you're running in/on your guest is not doing something correctly (i.e. something is malfunctioning, i.e. some piece of software you're running is buggy).
According to the PSW, the program is running in Problem State with PSW Key 8 (the "8D" in your PSW), but the storage the 'CS' (Compare and Swap) instruction is trying to access is Key 0 (the '0' in "K:06"), which by my calculations would indeed cause a bona fide Protection Exception Program Interrupt.
This is how VM manages privileged mode exceptions. Take a look at DMKPRV which handles the simulation of the "CS" instruction...
<shrug>
Check your code. I suspect it's buggy.
Nope. If it was wouldn't the failing program in MVS abend.
-- "Fish" (David B. Trout) Software Development Laboratories