Your control statements work fine with DFSORT. But the WER messages indicate you're using Syncsort, not DFSORT. Syncsort does NOT support BUILD, although it does support FIELDS. Syncsort does NOT support OVERLAY.
You cannot use DFSORT unless you run on a system that has a license to use it. Since the system you're running on has Syncsort, it's unlikely they'd have a license for DFSORT as well. If they do, your System Programmers would know, and would be able to tell you which libraries they installed DFSORT in so you could JOBLIB/STEPLIB to them to use DFSORT.