Set up an exit handler for this:

CREATE PROCEDURE SP_TEST
(INOUT PARM1 CHAR(1),
INOUT PARM1 CHAR(1),
.
.
OUT DB2_ERROR varchar(1024))
.
.
.
DECLARE EXIT HANDLER FOR SQLEXCEPTION
GET DIAGNOSTICS EXCEPTION 1 DB2_ERROR = MESSAGE_TEXT;

--this one only needed if you want to report warning errors > 0
DECLARE EXIT HANDLER FOR SQLWARNING
GET DIAGNOSTICS EXCEPTION 1 DB2_ERROR = MESSAGE_TEXT;