How do you set the HLQ that Connect:Direct uses for an SVCDUMP?
The Connect:Direct started task attempts to create some SVCDUMPs using the DTF's user id rather than outputting them to the system dump datasets
LE will create dumps dynamically when there are dump DDs and various U40xx abends occur (when SYSUDUMP, SYSABEND, SYSMDUMP are present in the JCL). The default naming is to prefix the dump files created with the USERID of the task.
Resolving the problem
This behavior can be modified using the DYNDUMP environment option, which is specified via the CEEOPTS DD statement.
See the z/OS Language Environment Programming Reference manual, regarding DYNDUMP. The default is DYNDUMP (*userid,NODYNAMIC,TDUMP).
The dump will basically be named HLQ.julianday.timeofday.jobname-or-threadnumber.
You can override by specifying a different HLQ for the *USERID or better yet, change TDUMP to NOTDUMP.