SAS abend codes on the mainframe can be somewhat misleading, as they often refer to premature termination of Unix System Services (USS) rather than the actual problem that led to the failure.
If the problem only occurs when a lot of files are open at the same time, then you may have a REGION problem because memory (buffer space) is needed for each and every file open. If you are unable to increase the REGION size, you could try reducing the number of buffers on each dataset e.g. DCB=BUFNO=1 although this will slow down the process. Or you could try splitting the data into two DATA steps and combining the files within SAS itself.