The Operators Guide notes this is not a command that is entered from CSF.
Displays the cross-application critical path information for an application
LXC cannot be issued in CSF.
Although it is not noted this command is supported from the APPLMON.
Go to ISPF main menu the option 'A'
tab down and issue LXC against the jobs in question.
example below. I went to application monitor and issued an LXC beside application APPLEND generation 3. As you see it issues the command below. You could go to pagemode and issue the LAPX command for any application you have questions on critical path.
LAPX APPLEND.3 CRITICAL
CRITICAL PATH JOBS FOR APPLICATION APPLEND.3
1 keeplive IN APPL APPLEND.3 NOT STARTED
2 KEEPAPPL.OPEN IN APPL APPLEND.3 NOT STARTED
3 CYBLZ IN APPL APPLEND.3 IS HELD
3 CRITICAL PATH JOBS FOUND IN 1 APPLICATION
END OF CRITICAL PATH JOBS