The FILENAME clause may only be used on an INSERT LIST CURSOR

  Explanation:  The INSERT ...  FILENAME clause is only supported
  by the interactive SQL interface and must be used on an INSERT
  ONLY LIST CURSOR.

  User Action:  Rewrite the INSERT as a DECLARE of a table and
  list cursor, and then use INSERT ...  FILENAME for the list
  cursor.  This will read the file and load it into the LIST OF
  BYTE VARYING column.