Yes, with highlighting SQL instructions as alternate block comment if the Cobol syntax highlighting does not make use already of the alternate block comment highlighting.

Open the syntax highlighting wordfile you currently use and scroll down to the line starting with something like /Lx"Cobol with x is a number between 1 and 20.

Insert in this line left of File Extensions = following:

Block Comment On Alt = SQL Block Comment Off Alt = END-EXEC

Then everything from word "SQL" to word "END-EXEC" is highlighted with the color for alternate block comments.

Unfortunately "Exec SQL" cannot be specified as alternate block comment starting string because it contains the space character which is always a word delimiter. Therefore a definition like

Block Comment On Alt = Exec SQL Block Comment Off Alt = END-EXEC

is not possible. If the word "Exec" exists only left to "SQL", you can use Exec as alternate block comment starting string instead of SQL. But I guess that is not the case.

According to JCL Quick Reference a line comment in JCL must be //* at start of a line. So in your wordfile you should have on the language definition file for JCL:

Line Comment = //* Line Comment Valid Columns = [1]

Further I could see on the JCL Quick Reference page that normally all lines start with // and I'm quite sure / can also exist in formulas. Highlighting a character (word) depending on the position in the line is not possible.

If the character / is not listed in the list of characters at /Delimiters = and in the wordfile you have something like:

/C1"Statements"
** //
// //
/C2"Operators"
// /

the answer is YES, if / as operator is surrounded always by delimiter characters in your JCL files because it is itself not a word delimiter. Otherwise the answer is NO.

No, it is not possible to highlight an entire line if it does not start with a special string.

But highlighting an entire line with a color if it has a space in column 1 or 2 is possible when interpreting this line as line comment. Unfortunately the line comment, the alternate line comment and the block comment use the same color setting - the comments color. Only for alternate block comments a different color can be specified. But good is that the alternate block comment can be used as an additional line comment when not specifying an alternate block comment off string. So instead of

Line Comment = //* Line Comment Valid Columns = [1]

you would need
Note the 2 spaces between = 1 and Line Comment Valid.

With that definition if a space is found in column 1 or 2 of a line, the entire line will be highlighted with the comment color. And real comments are highlighted with the alternate block comments color. Of course the limitation of //* being only valid as line comment when starting in column 1 does not exist anymore with that definition. So if //* would exist anywhere else in the line it would be also interpreted as start of a line comment, but I guess that does not occur and therefore this is no problem.