PROC MODEL may allow you to use this. With it, you can specify IVs, ARMA & vector ARMA terms (%AR() and %MA() macros), and fit the system using 2SLS. I'm not sure if it's the exact same thing as Pseudo-IV GLS, though.
PROC model is something I have rarely used, but it does many things I need to learn. I have not found any references specifically to Pseudo-IV GLS and SAS combined so far. I am not sure 2sls is this or not.