Have you considered Mr Spock's first response?
Mr Spock has then given you a test in the JCL for if any of your three steps succeed. I don't think you need the SET or IDCAMS, maybe IEFBR14 will do. You can then safely test that code/have OPS look at it/try to do what you want.
NicC says you can't change the maximum previously set (I agree, although hate saying "can't"), but points you to any scheduler software you might have. I'd add that JES3 networking might give you a solution (release another Job when one of the FTPs is successful, then use the RC from that job (running, say, IEFBR14)), I saw something a little bit similar, but long ago and far away and I only saw it, I didn't work on it, so I can't be certain.
I think it might help if you tell us why the non-zero RC is a problem for you.
PS. NicC, there is never a "last step of a successfully executed job", there's always IEFBR14 if you need it
PPS. Three references to seperate uses of IEFBR14 in one post. Now, if only I could make it run faster?