As the OP, I thought I'm mention that I finally got the z/OS NFS server to allow me to mount a high-level onto a z/OS UNIX subdirectory on the same system. I could then successfully use the cob2 command to compile a COBOL program which did a COPY CEEIGZCT from the mounted subdirectory. I mounted them at /$SYSNAME/nfs-legacy/<hlq>. I.e. I put -I /\$SYSNAME/nfs-legacy/cee/SCEESAMP on my cob2 command.
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