Problem:

Defined GDG as having 3 levels.

JCL works correctly in that -2 points to oldest, -3 points to nothing

However old files remain on the disk

Resolution:

Check the IDCAMS DEFINE GDG parameters.  The default (per the IBM manual) is NOSCRATCH.  If this default is used, the observed behavior (the old files remaining on the disk) will be seen.  To have the old files removed, the SCRATCH parameter must be specified.