I thank you Jeroen and Rob.
I solved problems with your help. I passed first problem using the script CKALFSEL, it was including
newlist type=smf outlim=0 name=smfsel
And at second problem I received Abend 903, but I solved it applying local fix of OA58776: CKR0903 24 ATTEMPT TO USE UNINSTALLED FUNCTION - USER ABEND 903. And I used AU.R.T (Test rule).