I encountered this issue while applying maintenance to z/OS 2.4.    I opened a 
ticket to IBM, and found that there is another PTF, OA60532(UJ05094), which 
needs to be applied first, so that the stuff needed for DFPISMKD to run the 
proper DFPMKDIR appears in SYS1.SAMPLIB. 

Following this path worked fine.   IBM did publish a tech-note based on my 
question:  https://www.ibm.com/support/pages/node/6540628

Apparently UJ05471 has  ++PREREQ for UJ05094,  but this doesn't pop out in any 
way,  if both PTFs are being apply-check'd in the same package.

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