Once I remembered one of the peculiarities of your organization’s scripts, I was able to duplicate your error.
The simplest fix is to change your Natural step to something like
natural.exe batchmode parm=xxx cmsynin="%mydir%\Zbrog.in" cmobjin="%mydir%\Zbrog.in" ...That is, have both CMSYNIN and CMOBJIN pointing to the same input stream.
NB I don’t have a Linux shell handy, so you will have to adjust my Windows example.