From the i 7.1 Information Center, ILE COBOL Language Reference, the File Name topic says:
You need to run a OVRDBF command either before calling your COBOL program or in your COBOL program before opening the file.
COBOL is not controlled by IBM as much as RPG is. Putting extensions into the COBOL language probably takes more effort, so this kind of detail isn't put in unless a number of customers request it. (Just a thought of mine.)
Have you tried OVRDBF, giving a different name to each different member and using those names in your COBOL program?
Glad Tom (and IBM – LOL) agrees with me.