It's not a question of variable visibility but how you specify VFP variable in the SQLEXEC(). I would try

liID = 12345
lnSPRetVal1 = 0
lnRetVal = SQLEXEC(lnCon, "EXECUTE PROCEDURE DelUStock(?liID) RETURN_VALUES :?@lnSPRetVal1 ;")

>Thanks for the code for using the SP via SPT. I was curious about the returning_values part, I was hoping that PRIVATE variables can be used for this. I will try to experiment on the same and let you know if I have some results.