You can include a host command in a REXX exec by enclosing it in quotation marks, for example:
"EXECIO * DISKR MYINDD (FINIS STEM MYVAR"
The REXX language processor passes the command and any other source code that it does not recognize to the host command environment for execution.
MSS emulates the MVS host command environment. If you use a host command that is not recognized by the environment, the return-code variable RC is set to -3.
You can use the ADDRESS built-in function to find the name of the current environment and the ADDRESS instruction to change it.