My main concern in something like this venture would be being able to support all these platforms. In that case, I would do everything I could to try to isolate my business logic into its own modules and then try to come up with the different presentation layers. (of course that's a foreign idea to most standard COBOL shops, I've found, unless they DO have to support multiple platforms)
Like for example, in your case I would try to find a 32-bit text-based Win32 COBOL compiler (no GUI required). AFAIK, NetExpress 2.0 had that capability. Then stick your business logic into DLL(s). Then you can call those DLLs from various presentation layers (VB for the client side GUI, NetExpress maybe for the web-side stuff, basically whatever you can imagine, there are even free DOS compilers out there that will do 32-bit DOS-only apps). You'd even have a lookin on Linux doing things that way too, assuming you find compatible tools.
But basically as long as you can find the tools on each platform to implement your basic business logic modules, you should be able to move your program into any platform, and going the DLL or module approach with a capable COBOL compiler should make your business logic reusable on whatever platform you're trying to reach.