Dump while running in FG mode at different places

We are running a Z transaction which is related to some trading of shares.
It is handling huge data.
when run in fore ground, its throwing dump at different places each time, its run.
For ex: CL_OS_CA_COMMON->Method SM_UPDATE_SUBSCRIPTIONS
In a different run, it failed at class CA_COL_POSITION_TRQ -> Method MAP_LOAD_FROM_DATABASE_GUID.
But the reason it states in both the cases is Maximum permitted time is reached.
We tried to improve the performance of the program technically and still getting dump.
So we want to post a message to SAP. For this, I need to know the module am dealing with. How Do I find that exactly.
As I was extracting my main data from table FMFINCODE, I thought its FUND MANAGEMENT.
Please help me in both the cases.
I also want to know, if a class is released for customer re-use or not?
Thanks
Kiran

Hi Rob,
Do you mean to say, SAP doesnt support custom transactions?
I did try se30 but I tried to reduce to the extent I could.
Any thoughts on the last question? If a class is for Customer re-use.
Thanks
Kiran

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