Hello - Please confirm if you are following the steps as mentioned in the link below
IBM MQ Native Transport Protocol - DevTest Solutions - 10.3 - CA Technologies Documentation
As mentioned here
A channel is the pairing of a proxy queue and a live queue.
The proxy request queue and the live request queue form a request channel.
The proxy response queue and the live response queue form a response channel.
Each channel must have a unique name.
Select the queue assets for the Proxy Request, Live Request, Proxy Response, and Live Response lists. If the assets have not been created, you can create them from this page. You can also edit assets from this page.
The different queue assets need to created if you are configuring it for the first time. These use the jars provided by MOM to connect to the queues on Websphere MQ.