DB2 Audit Policy not producing EXECUTE data
A note in the manual explains why these statements do not make it into the audit log:


  The preparation of a statement is not considered part of the execution. Most authorization checks are performed at prepare time (for example, SELECT privilege). This means that statements that fail during prepare due to authorization errors do not generate EXECUTE events.


SQL0204N and SQL0206N, both of which complain about invalid object names, are raised during the statement parse phase, that is, before execution starts. Errors raised after execution starts, such as SQL0911N (lock timeout), will be audited.