CALL 'PGM' could be a static call, if compiled with option NODYNAM. CALL PGM (which is not a literal) will be a dynamic call, whatever the compiler option.
If you want to access DB2 from CICS, you need to do that how CICS wants you to do it. You can't just use a batch program that happens to do what you want. Maybe you could make a "module" that is usable in batch and CICS, so you have the same code, but do some research and testing before you decide to go that route.
Back to your other question, if you remove the "*" you can't use it as a starting-point for your INSPECT?