I believe this is due to a missing RACF discrete profile for the dataset. 
Perform the RACF activities to give DFHSM (and/or) your userid access to the 
dataset in question and retry.

HTH,

<snip>
Yesterday I ran HSEND AUDIT DSCTL(BACKUP) NOFIX which reported a number of 
errors, including quite a few ERR 39's For example, I see repeated ERR 39's for 
a gdg that doesn't appear in ispf
3.4
(only the base...so its likely been gone for a long time)

ERR 39 DBP.LP.F.IN6PD003.TISECPV.P06.WEK.G0011V00 IS MISSING
DFHSM.BACK.T492911.DBP.LP.J0156
and a couple
ERR 39 DBP.LP.F.IN6PD003.TISECPV.P06.WEK.G0011V00 IS MISSING

......remainder snipped

</snip>

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