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Hi Monica, sorry for the slow reply. I'll looking for an expert to reply to you ASAP.
I'm checking all requirements and/or restrictions on this and I'll back to you soon.
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When you point a DD to SUBSYS=xxxx it means the data is not written to JES but rather to that other subsystem.
This imply the lines are never seen by JES and thus cannot be written to its SPOOL; this imply the lines are not showing into SDSF as SDSF read output from the SPOOL.
In order to look at the lines you have a couple of option using a Rule in AutoOPERATOR in order to echo each line to another output location.
In essence a Rule where Text ID ==> * and you can then write it to AutoOPERATOR auxiliary log, a dataset using an EXEC or a Shared Object Facility (ARRAY) you can look at using View SHRDOBJ.
One last comment, I have not tested this, the dataset you can write to could be like a SYSOUT=*, it would be however associate with the AutoOPERATOR STC and not the CICS Gateway itself. You would be able to use SDSF to look at it (assuming security allows you).
Hope this help, Gilles