When setting up a Shimaden controller for COMs operation, the COM/LOC setting on the keyboard cannot be set to COM.

The keyboard can only set the mode to LOC from the COM mode. - this is how it is designed to work.

The software typically writes 1 to address 0x18c to turn on the COM mode (COM lights on display) to allow software to write controller settings. Then write 0 to cancel COM mode to allow local writes via keyboard to occur.