Rational Developer for System z
PL/I for Windows, Version 8.0, Programming Guide

DPATH

Use DPATH to specify the search path for run-time messages. The program searches for them first in the current directory, then in the directory or directories specified by the DPATH variable. The following example would cause the program to search the current directory followed by c:\set1 and d:\set2 in that order.

  set dpath=c:\set1;d:\set2
Rational Developer for System z
PL/I for Windows, Version 8.0, Programming Guide