Use the Control File Maintenance Utility (CFU) of Compress to produce such a report.
This is where the information would be gathered for the files under Compress control.
See "REPORT Statement" in the Compress Reference Guide.
See "Figure 2-1. Sample JCL of CFUJCL" for sample JCL.
Run the Control File Maintenance Utility with the following control cards (DSN= for VSAM, PSDSN= for non-VSAM):
REP DSN=ALL
REP PSDSN=ALL
This will report all the VSAM and PS datasets in the control file.
If there are some, you can research them to see if corresponding data sets exist.
Note:
If there aren't any, you know you are not doing anything with the started task of Compress.
If a data set was compressed via the SUBSYS parameter in JCL or via the Compress transparencies, there will be an entry in the Compress control file which can be browsed via the Compress ISPF panels or via Compress batch reports.
If the data set was compressed via source code calls as you say, the only indication that the file is compressed is, that the file when browsed looks unreadable.
To confirm it is compressed you would have to browse the source code libraries looking for the call to SHRINK or EXPAND.