Are you doing this in Single Block Mode?
If so, the control will alarm out when in single block and M21 is executed.
Just run your unproven program at 10% override to check your moves.
Also Make sure that the spindle has come to a complete stop before you try your M21.
G4U1.0 (make longer if needed)
If this is not your probelm, there is a parameter that needs to be set in the control to allow you to open the collet while in MEM.
Call Hardinge, They have some of the best FREE phone support. And don't sound like a novice or ask about costs. When you get an answer on the Troubleshooting service line just say: "Hello, my name is Winton from XYZ Machine in Anytown, USA and I am having trouble with my Hardinge Super Slant." Etc, Etc.