Within the MFA User Task, you must concatenate the received data sets HLQ.CMG.CUSTOM.EXEC and HLQ.CMG.EXEC to the SYSEXEC allocation.
Instead of a static allocation you can dynamically allocate both data sets by customizing the exit procedure TAUTOXA1. See Workflow Manager Modeling Guide for more information.
You should also allocate your SERPARM member and SER#PARM dataset under these DD names in the MFA User Task. See ChangeMan ZMF Installation Guide for more information about this member and dataset.
In certain environments the allocation of SERPARM and SER#PARM in the MFA User Task might not be necessary. Check with your ChangeMan administrator if those allocations are actually required.