I only use GCC to build BREXX, so I am not sure of some of the details. Dave and I will try to provide more details in the help files. I do know that the GCC EXEC on the Y-disk accesses the set of H files as follows:
GCCCMS 201 minidisk is accessed when the OS parameter is specified.
GCCCMS 202 minidisk is accessed when the CMS parameter is specified.
Do those disks contain the H files you are looking for?