It seems you can use functions from DS2 packages in FEDSQL. So something like this may be a workaround:
/* DS2 code */
proc ds2;
package prxfunc;
method match(char prx, char source) returns integer;
return prxmatch(prx,source);
end;
endpackage;
run;
quit;
/* fedsql code */
proc fedsql;
select * from mytable
where prxfunc.match('/Joe/',firstname);
quit;