Answer

There are three options for coding status messages. 

1) Predefined messages. (https://ibm.biz/BdY5e8).  You can check what messages SA defines Automation Table entries by looking in option 33 MVS (MVS Components) in the Policy.  Check here to see if System Automation has a predefined UP message for the Resource in question.

2) Use 'SKIP ACTIVE STATUS = YES" if the Resource uses IEF403I as its UP message.  This is set in the APL Application Info Policy item (https://ibm.biz/BdY5bs). There is no need to specifically define a UP message in this case. 

3) Code your own UP message in an AT (Automation Table) override.  You would select Message Processing in the Resources APL Policy item.  (https://ibm.biz/BdY5ba)

In this case, there is a Automation override defined for message ING344I.  We know this because there is a '*' in the 'A' column for the Resource. 

In this case we have an AO (AT override) defined to set a termination message (TERMMSG) for the resource.

NOTES:

Use 'ACTIVMSG' to set a Resource to UP status (https://ibm.biz/BdY5be).
Use 'TERMMSG' to set a Resource DOWN or ABEND status (https://ibm.biz/BdY5bg).

It is possible to code several UP or DOWN messages for a resource. For example there can be a PREDEFINED message and 'SKIP ACTIVE status = YES' coded.  This can lead to unpredictable results.  It is possible for a resource to start and receive IEF403I  and then abend. In this case it is possible that the resource will be set to UP status as SA was instructed to set resource status to UP in IEF403I is received due to SKIP ACTIVE status = YES.
Code only one message to indicate a resource is UP/DOWN/ABENDING.