I use a SynEdit with a modified Cobol-Highlighter
Does it happen with the not modified HL too?
In any case the error message is not worded very helpful, what it means is, that the highlighter returned a pointer to a token (part of the line text).
But the pointer points into the middle byte of utf8 codepoint.
In other words the HL tries to split a single char, so that the first byte(s) of it have one color, and the remaining byte(s) another.