i have the same problem. I tried generate file on Fat Client, set XML path C:\<dir_name>, where JDE user has read/write permissions, but no XML file. In PDF report there is no error reported. What i did:
1) Set bank company and supplier bank accounts as SEPA
2) Set P744002 into UDC 04/PP
3) set P744002 as payment program, version ZJDE0001 in aplication P04571 (W04571C formular...controls) for the payment group i want to export to XML
4) redirect R04571 and R744002 on LOCAL
5) set proper PO's SEPA XML path code
result - payment group is in next status UPD, but no file.
is something i forgot to set?
thanks
Jan