>If I invoke a PRG to create a cursor for me, and if that PRG needs to create some other cursors along the way, there seems to be no consistent way to handle this.

You can have your own cursor creator class, which will also close the cursor when its variable goes out of scope. In pseudo-code:

local oCursor
oCursor=create("mycursor")
oCursor.cStatement="select * from mytable into cursor zz"
{lots of code here}
return

*------------
define class myCursor as custom

cAlias=""
cStatement=""

procedure fill
execscript(this.cStatement)
this.cAlias=alias()
endproc

procedure destroy
use in select(this.cAlias)
endproc
enddefine

Since oCursor is local, it will be destroyed when your procedure exits. You can add a lot of other stuff to the class, of course - have it index the cursor etc etc.