Hello,
If its not possible to set program number, at first you need to check if sms command format is correct, then make sure that program number you trying to insert is correct (if program number starts with digit "2" and have 5 digits in total).
Next thing which as to be checked if your LV-CAN200 adapter software updated.
For more debug information you can visit our teltonika wiki webpage
Here you can find more LV-CAN debug sotulions: https://wiki.teltonika.lt/view/Troubleshooting_LV-CAN200,_ALL-CAN300,_CAN-CONTROL
Best regards