Have a read of the following link. I consider this quite helpful information.
SAS(R) 9.2 SQL Procedure User's Guide
As a variation of "Producing Rows from the First Query or the Second Query" below code should do:
proc sql;
  create table want as 
    select * from Company 
      where Deptid not in (select Deptid from Dept)
    outer union corr
    select * from Dept 
      where Deptid not in (select Deptid from Company)
  ;
quit;