DB2 uses a data set naming convention of VCAT.DSNDBx.DBNAME.TSNAME.Y0001.Znnn in which the low level qualifier Znnn is incremented starting with A001. In the data set to define this table space TSNAME there was a data set with prefix A000, the presence of the A000 data set interferes with the ability of opening a multi data set table space or non-partition index data set. Apparently, neither DB2 nor Database Analyzer's VSAM access method has a problem with this Non-DB2 data set but other related DB2 services (Utilities, Media Manager access method, etc, ...) can. Using A000 for a Non-DB2 data set seems a bit dangerous.
So, unless there is a very compelling reason for using a Z000 low level qualifier for a Non-DB2 data set, we strongly recommend against doing so, since it interferes with DB2's best practices naming convention.