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;