Query DB2 without using Openquery
Assuming your linked server provider supports it, you should be able to use a 4-part name (your example only used 3-parts)

I'm referencing Transact-SQL Syntax Conventions-Transact-SQL.

server_name .[database_name].[schema_name].object_name


WHERE


  server_name Specifies a linked server name or remote server name.
  
  database_name Specifies the name of a SQL Server database when the
  object resides in a local instance of SQL Server. When the object is
  in a linked server, database_name specifies an OLE DB catalog.
  
  schema_name Specifies the name of the schema that contains the object
  if the object is in a SQL Server database. When the object is in a
  linked server, schema_name specifies an OLE DB schema name.
  
  object_name Refers to the name of the object.