I'm not sure I noticed the original append in this thread, but just to 
re-iterate what has been stated by those who responded, and often in the 
archives:

It is likely NEVER safe to delete a data set that is within an in-use 
LNKLST set, 

The (SETPROG, PROGxx) LNKLST UNALLOCATE function is provided so that you 
can work with an uncataloged data set of the same name as a data set that 
is in the LNKLST, since otherwise the ENQ that is held would preclude 
this. I believe that it is for exactly the same reason that you can tell 
LLA not to get its ENQs. In neither case is it so that you can do 
something with the data set for which the system obtained the ENQ, as the 
ENQ was obtained precisely to help avoid system problems due to such 
things as deletions.

Soap Box: I wish we had a customer-settable system option so that COMPRESS 
would be rejected if the data set was not allocated DISP=OLD (maybe 
limited to certain classes of data sets, in case such a restriction would 
be too unpalatable for user data sets). The system cannot get its data set 
ENQs exclusive, as that would break those who rightly need to read them. 
But when it gets the ENQ shared, it cannot stop a COMPRESS that 
(incorrectly, at least in my opinion) requested DISP=SHR.

Peter Relson
z/OS Core Technology Design

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