You don't need macro substitution:

FOR i = THISFORMSET.nStart TO THISFORMSET.nEnd
	FOR lnPosCommands = 1 TO ALEN(THISFORMSET.acCommands)
*		lcCommand = THISFORMSET.acCommands(lnPosCommands)
*		&lcCommand
		EVALUATE(THISFORMSET.acCommands(lnPosCommands))
	ENDFOR
	=MESSAGEBOX(VARTYPE(i)) &&<= displays 'C'
	*i = Val(i)
ENDFOR

Check THISFORMSET.acCommands[], may have "i = ALLTRIM(STR(i))"

Is i being passed by reference to any of the functions?