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To clarify Romney's comments, you can use the form
CP SEND CP
and get line mode responses back. Though in this case, the CP FOR command is preferred. But if you are trying to talk to the *guest* running in the virtual machine, you have to talk to it as the guest wishes. If the guest is performing 3270-type I/O, then CP SEND will wake up the guest by sending it an I/O attention interrupt on the virtual console and make the pending on the device. If the guest issues a 3215-style read to the virtual console, it will see the data. But the guest doesn't do that. It instead performs a 3270-style read. The two are very different. So the guest doesn't read the 3215 data and the next CP SEND will cause the NOT ACCEPTED or CONSOLE INPUT WAITING error.
The SEND command is not designed to work with TERM CONMODE 3270. This Note from CP Commands and Utilities Reference "Table 26 Issuing the SEND Command with or without the CP Operand" explains it:
2. “input goes to virtual machine” means the input is treated as unsolicited input; it causes an attention interruption on the virtual console, and is supplied as the response to the line mode read which the guest is expected to post in response to that interruption.
Unless the guest issues a line mode read to consume the command, it is not delivered and instead remains pending, causing the error response on a subsequent SEND command.