This message alerts you to another coding error:
IBM2410I E Function F contains no valid RETURN statement.
The compiler issues this message when it finds no RETURN statement inside a function (i.e. inside a PROCEDURE that has the RETURNS options). If this function were called, then the caller of the function would, if it used the result of the function, use an uninitialized value, and that could have unpredictable and arbitrarily bad consequences.
Code that produces this message should be corrected.