You cannot access R from MUMPS, nobody can, except MUMPS developers. So you’ll need to solve (i\omega M_q+J)C = B using KSPSolve() in your .edp, by first converting B to a dense Mat since KSPMatSolve() (in PETSc library) only handles dense right-hand sides. This will be extremely costly, these inversions make your L dense, and depending on which \lambda you are looking for, SLEPc may have to “invert” L, so maybe it would be best to think of an approximation of L^{-1} which would not need an explicit representation of your L.
See FreeFem-tutorial - Section 8 - example14.edp for an example of solves with multiple right-hand sides.