On WRDS, your work folder is created in one of the sastemp directories. To choose which sastemp directory it is assigned to, at the prompt, you can say:
sas -work /sastemp11 myprogram.sas&instead of
sas myprogram.sas&
This will place your work folder in /sastemp11.
You can check which sastemp directory is most full at the moment by saying
du -sh /sastemp*
at the prompt. This is good to know because when you are about to run a program which you know will create an enormous file which might put you over the 200G sastemp folder limit, it is best to start your program in the most lightly-loaded sastemp folder.
There is no reason that changing the location of your work directory should affect how fast your programs run on WRDS, but I've found that if my programs seem to get ``stuck'', that is, if
ps -fu `whoami`
constantly shows that my programs are not using up any CPU time, I find that killing them and moving the work directory to a different, less lightly-loaded sastemp folder helps.