I think the only place you can find the actual filenames restored is on the
client.
The restore session will print a list of filenames to stdout (like what's in
the dsmsched.log file on the client),
and if you can capture that, you're home.

Only thing is, it's up to the user doing the restore to put stdout
somewhere....

For SCHEDULED sessions, what you want is in dsmsched.log, but for MANUAL
sessions, I don't
kow how to forcibly capture that.  Maybe wrap the dsmc command up in a
script.