I am not sure if I got it right, but your main software was installed using depot of version 9.4 M7 and you are adding SAS/IML using a depot of version 9.4 M6? If that's the case it won't work. You will need to have a depot of same release and usually when any components are added or removed, it has to be done on the same order and the software depot has to be downloaded again to reflect the correct products.
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