Thought I'd post the solution that worked for me, in case it might help someone else.
I, too, was passing an input file. Create failed with the same error (SQL0778N). Resolved it by adding a "begin label" before the BEGIN ATOMIC statement, i.e.
CREATE TRIGGER RQPROJLOCK_INSERT
AFTER INSERT ON RqProjects
REFERENCING NEW AS new_row
FOR EACH ROW MODE DB2SQL
@: BEGIN ATOMIC
INSERT INTO RqProjectLocks (ID) VALUES (new_row.ID);
END
@