I also searched, and found an item in a PSP bucket -- I've encountered this 
situation before, and have successfully done the recommended local fix --

20/08/05 APPLY CHECK for sysmods UI67319, UI65815, UI67709,
             UI68251 is failing with:
    GIM24608E ** SHELLSCR ENTRY BBLS1803 IS NEEDED TO PROCESS HFS
    BBL18003 FOR SYSMOD UI65815, BUT SHELLSCR BBLS1803 IS NOT IN
    THE SZMR0G ZONE.

    GIM22601I APPLY PROCESSING FAILED FOR SYSMOD UI65815.

    LOCAL FIX:
    Apply the PTF by itself with NO Groupextend and then Apply the
    remaining PTF's needed from the original Apply.

    APPLY S(UI65815)
    BYPASS(HOLDSYSTEM)
    CHECK.

    SMP/E APAR IO27985 has been created to address this issue.

Here's the link to the item I found:   
https://www.ibm.com/support/pages/upgrade-zosv2r4-subset-zoswlpem

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