This is a good question for someone who knows
a) which mainframe you are referring to
b) so they can check if there's a Splunk UF for it (I really doubt it)
c) and what capabilities it has for networking if it doesn't have a UF
Let me ask in return - what's wrong with Splunk picking up the files from the shared drive? Is there a problem with this situation, or are you just trying to "make it better?"
And lastly, there ARE a few people who've done mainframe stuff with Splunk, so if you could perhaps provide a little more information maybe they'll be able to help ... (now that I've also bumped this thread for you 🙂 )
Anyway, hope you find your answer!