Hi Sue,
Thanks for your response.
The client is on SQL Server Express 2012 SP3 and my local copy is SQL Server Express 2012 RTM.
I used sp_configure with show advanced options on and the settings are identical except for max server memory (MB).
I changed the max server memory settings and re-ran sp_configure.
I copied the results out of SSMS and into txt files and used windiff to ensure they were identical.
I re-ran the job and still got "The query has been canceled because the estimated cost of this query (1000221) exceeds the configured threshold of 10000".
So, I'm at a loss.