What is the meaning of "no Hessian Eigenvalue "?
I suspect the problem is pretty simple: hessian is not evaluated when geometry optimisation does not converge to a stationary point. It is actually mentioned in GAMESS manual (emphasis mine)


  HSSEND = a flag to control automatic hessian evaluation at the end of a successful geometry search. (default=.FALSE.)


And such behaviour is quite standard. The thing is that the conventional vibrational analysis (as descibed in most texts and implemented in most programs) is valid only when the first derivatives of the energy with respect to displacement of the atoms are zero. Or, in other words, the geometry which is used for vibrational analysis must result from a previously converged geometry optimisation run (at the same level of theory, of course).