Unfortunately, if ARexx does not provide this functionality, there is no possibility on the shell level. The "command not found" is printed by the shell, through its standard output, and not by the command, through the current output. The ">" only redirects the output of commands. You could try to redirect the error output via "*>" which works from shell V45 upwards, but I doubt that this is making any difference here as redirection kicks in too late (i.e. when the command is started, not when the shell is interpreting commands).
The System() function call provides this functionality, but I afraid ARexx interface to the shell is too "simple minded" to give you this possibility.
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