What functions are you using to copy the members… 

https://www.ibm.com/docs/en/zos/2.1.0?topic=services-lmopen-open-data-set 

There is a mention in the link that LMMOVE AND LMCOPY don’t require LMOPEN.  

Also are you following the LMOPEN with and LMCLOSE? 

You might need to create a list on members to move first, then do the moves or 
copies

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