1) DFSORT is IBM's sort facility. Actually, it does much more the just sort. It can be invoked in batch, in foreground or from withing a program.
2) With the MASK edit command you create a mask to be used whenever a new line is created in ISPF editor. To read more about this cute command, please refer to the fine manual.
3) You can't combine 3 statements in one statement in the JCL language.
4) HOLD is one of the values valid for the parameter TYPRUN. You can read more about it in the fine manual.
5) There is an OUTPUT parameter in the DD statement, which is documented here, there is a JCL statement called OUTPUT which is documented here, and there is a JES2 OUTPUT statement, which is documented here.