David,
Perfect.  Thanks.  That explains everything.

In fact to confirm this, I replaced the DFSORT step with an IEFBR14 step, just 
allocating MAINT.TEMP.LIST DISP=SHR - I get the ARC0141I message, and the job 
fails JCL error.

So either I have to do the SORT in my REXX, or I have to run two jobs.

Thanks everyone.

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