Is it possible to write a member out of a master file (while expanding include statements) when then -INC statements relate to members that physically reside in a different master file?
Yes. The User-Contributed Routine AUXINC is a user exit that can be used to allow a concatenation of master files for this purpose. When used as an output exit, AUXINC will search each master file specified in the AUXINC DD concatenation for the -INC statement members.