In my "IMS V9 Application Programming: Database Manager" book, I found this:
If IMS is unable to find the lowest segment your program has requested, it returns a GE (not-found) status code, just as it does if your program does not use the D command code and IMS is unable to find the segment your program has requested. This is true even if IMS reaches the end of the database before finding the lowest segment your program requested. If IMS reaches the end of the database without satisfying any levels of a path call, it returns a GB (end of database) status code. However, if IMS returns one or more segments to your I/O area (new segments for which there was no current position at the start of the current call), and if IMS is unable to find the lowest requested segment, IMS returns a GE status code, even if it has reached the end of the database.
It's specific to path calls...
I would always check for either GE or GB.
I went through my V9 manuals and I can NOT find any single tale that lists all the status codes that can be returned for a give DL/I call.