well, I was not quite right I guess,
we use :
SET CURRENT SQLID = 'DBSYSADM'
over and over and it works fine (z/OS)
still - if you check the SQL code:
SQL0567N "<authorization-ID>" is not a valid authorization ID.
Explanation:
The authorization ID specified by "<authorization-ID>" is not
valid for one of the following reasons:
o It begins with "SYS", "sys", "IBM", "ibm", "SQL", or "sql".
o It contains characters other than a through z, A through Z, 0
through 9, and the three special characters (#,@.$).
o It is delimited and contains lower case letters.
o It is GUESTS, ADMINS, USERS, or LOCAL.
o It is PUBLIC preceded by the keyword USER or GROUP in a GRANT
or REVOKE statement.
So better no lower case letters ...