If you are willing to use PowerShell or .NET, you can get the list of HDB files from a particular dataset using the Canary Administrator WCF service. You have to create a WCF client using CanaryAdmin.exe. Below is a sample PowerShell script:

param(
    [string]$CanaryServer,
    [string]$DataSet,
    [string]$CanaryAdminPath = "C:\Program Files\Canary\Canary Admin\CanaryAdmin.exe"
)
$null = [Reflection.Assembly]::LoadWithPartialName("System.ServiceModel")
$uri = "net.tcp://$CanaryServer`:55273/admin/windows"
$binding = New-Object System.ServiceModel.NetTcpBinding
$binding.ReceiveTimeout = [System.TimeSpan]::FromMinutes(5)
$binding.SendTimeout = [System.TimeSpan]::FromMinutes(5)
$binding.Security.Transport.ClientCredentialType = [System.ServiceModel.TcpClientCredentialType]::Windows
$endpointAddress = New-Object System.ServiceModel.EndpointAddress (New-Object Uri $uri)
[Reflection.Assembly]::LoadFile($CanaryAdminPath) | Out-Null
$client = [CanaryAdmin.CanaryAdminService.AdminContractClient]::new($binding, $endpointAddress)
$errMsg = $null
$client.GetHDBList([ref]$errMsg,$DataSet)

You can run the script with the hostname of the Canary server and the name of the dataset. The Canary Admin tool must also be installed on the same machine for it to work. Save the content of the script to a file named Get-CanaryHDBList.ps1 and then from a PowerShell command prompt, run the following command:

.\Get-CanaryHDBList.ps1 -CanaryServer YOURSERVERNAME -Dataset WellPumps