Answer: use the MVS Dynamic Exit Point Exits facility.
https://www-304.ibm.com/support/docview.wss?uid=swg21425992 (https://www-304.ibm.com/support/docview.wss?uid=swg21425992)
On one of my systems I have 3 ARSSOCKD's running and all of them are using separate exits.
If you're stopping and starting ARSSOCKD's just to test an upgrade, don't. It's easy to run multiple ARSSOCKD's simultaneously.