I don’t have a HAI Z-Wave controller, so I cannot really comment on this device. In general, you could have a hardware configuration problem where the baud, parity, etc… may not be 100% correct. For Elk, you need to configure the M1XSP correctly. I initially had some jumpers on the M1XSP set incorrectly; This is a multistep process and if you make a mistake at any of the early steps, then a domino-like problem develops.
If the HAI controller supports sending commands directly to VRCOP+3, then just create a fixed text string containing the VRC0P+3 lock door command and see if you can get the lock to responds appropriately.
If you can control all devices and all associations (light on/off, door locked/unlocked) work in Hyperterminal, then it’s probably not a Z-Wave problem. If you manually manipulate the lock, then Hyperterminal should show a update status line.