Hi Christine,
I have achieved this at StatsNZ in a non-production environment.
I had to change the SAS Code a little so that I could initially shape the data into a basic XML output using libxml.
I then used the proc xsl to convert to SDMX using an external stylesheet.
The stylesheet imports another xml configuration file which effectively defines patterns of SDMX Concepts and their respective values, these are pulled together by the xslt on the matching data value names from the first SAS XML output.
We create the XML Configuration using an Excel Plugin which allows the user to describe the SAS output by associating the SDMX concepts from the chosen DSD, and also by defining a group hierarchy in which the concepts should exist (so some exist across the whole dataset, some at a table level, some at a cell range, some single cell etc..)
It sounds a little complex but we do have it working. Our future goal is to make the creation of the configuration file a better user experience by linking directly to the SAS Dataset so we can dynamically retreive the data shape.
Get in touch and I can try to help out.
Cheers ...Jay