The -D option can be used on the SSHD2 started task. Output is stored in the defined STDERR file.

//RUNSSHD2D PROC
//SSHD2  EXEC PGM=BPXBATCH,REGION=0M,TIME=NOLIMIT,
//       PARM='PGM /bin/sh /opt/tectia/etc/init.d/sshd2
//       start foreground -D 7'
//STDOUT  DD PATH='/tmp/SSHD2-sshd2.out',
//       PATHOPTS=(OWRONLY,OCREAT,OTRUNC),
//       PATHMODE=(SIRUSR,SIWUSR)
//STDERR  DD PATH='/tmp/SSHD2-sshd2.err',
//       PATHOPTS=(OWRONLY,OCREAT,OTRUNC),
//       PATHMODE=(SIRUSR,SIWUSR)
//STDIN  DD DUMMY
//    PEND