If I understand your requirements correctly then I don't think there is a generic way to trap all possible errors and return them users as a list. One possibility might be to run your stored processes with the SAS option ERRORABEND. This will cause SAS to abort when it gets an error, so you will only ever get one error with your job. The web service interface should then at least report a general failure message. Others who have used stored processes more might be able to offer further advice.
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