Once, we had a requirement, to concatenate few files for our cobol program.
//STEP0010 EXEC PGM=COBOL
//MORTGAGE DD DSN=.....FILE1,DISP=SHR
// DD DSN=.....FILE2,DISP=SHR
// DD DSN=.....FILE3,DISP=SHR
In this case, COBOL program READS mortgage file-file1,file2,file3 as one file.In sequential read, the first record will be from file1 and end-of-file condition will be arrived at the end of File3.
For your, GDG versions I think you can also use the same for concatenation.
//ddname dd dsn=---.G0001V01,
// dd dsn=---.G0002V02,
// dd dsn=---.G0003V03
For Copying purpose, IEBGENER may help.
I just thought to share my idea, with my limited knowledge.You can just try, whether this works for ur requirement.Otherwise there are experts to help you.