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1.4.2 External Rexx programs
Regina searches for Rexx programs, using a combination of the
REGINA_MACROS environment variable and the addition of filename
extensions.  This rule applies to both external function calls and
the program specified on the command line.

 Assume you have a call to an external function, and it is coded
as follows:

      Call myextfunc arg1, arg2

First, Regina looks for a file called myextfunc in the current
directory.  If it can't find that file, it looks in each directory
specified in the REGINA_MACROS environment variable for a file
called myextfunc.  If the file is not found, Regina then attempts
to find a file called myextfunc.rexx in the current directory,
then in each directory in REGINA_MACROS.   Regina continues, next
by appending .rex to the supplied external function name, and
lastly by appending .cmd.

Only if a file does not exist in either the current directory, or
any directory in REGINA_MACROS, either with the supplied filename
or with that filename appended with .rexx, .rex or .cmd does
Regina complain that the external function is unknown.