How Catch the Error Message from shard Database- AzureSqlDB - stored-procedures

Question

I've had an AzureSqlDB which consist of 2 Databases likely Staging and Production. My Sp's are running in Staging and the Sp's that are in Production I've used SP_EXECUTE_REMOTE for calling the Production sp from my Staging Database.
Recently I've experienced an Issue. I've deleted some Sp's in Production DB then when I called my main Sp. I couldn't able to catch the Error Message which is
Could not find stored procedure 'DBO.MY_PROD_SP'.'.
Though I already had the TRY CATCH BLOCK. But since it's a Sp_Execute_REMOTE type. I couldn't able to catch this particular error message.
This is the Error Message I got when I manually run the sp in my Stg DB
Msg 46822, Level 16, State 1, Procedure SP_EXECUTE_REMOTE, Line 1
[Batch Start Line 16] Error retrieving data from shard
[DataSource=azure2017.database.windows.net
Database=PRODUCTIONDB]. The underlying error message received was:
'Could not find stored procedure 'DBO.MY_PROD_SP'.'.
Please help me to solve my problem.
Update 1
This is my way of calling the Sp.
CREATE TABLE #TEMP01(ERROR_MSG NVARCHAR(MAX),NAME NVARCHAR(MAX))
INSERT INTO #TEMP01
EXEC SP_EXECUTE_REMOTE
N'PROREMOTEREFERENCEDATA',
N' DECLARE #ERROR_MSG VARCHAR(MAX)
EXEC SP_EXECUTESQL N'' EXEC DBO.[MY_PROD_SP] #ERROR_MSG OUTPUT'',
N''#ERROR_MSG SYSNAME OUTPUT'',
#ERROR_MSG OUTPUT
SELECT #ERROR_MSG AS ERROR_MSG'
SELECT #ERROR_MSG=ERROR_MSG FROM #TEMP01
With this way, i can able to get back the error message with in the Sp help of output parameter. But Let say if the Sp is dropped. Then the error would be like couldn't find the store procedure. In that case, i couldn't able to use the error_msg to bring back my error description.Since the Sp itself not available in the Pro Database.
So, in this case, how could I able to retrieve this error message ?
Thanks in Advance,
Jayendran

Answer 1

Run the stored procedure with sp_executesql. sp_executesql will return the could not find stored procedure error.
Hope this helps.
Regards,
Alberto Morillo

Answer 2

Give the following a try:
EXEC sp_execute_remote N'PROREMOTEREFERENCEDATA',
N'BEGIN TRY
DECLARE #ERROR_MSG VARCHAR(MAX)
EXEC SP_EXECUTESQL N'' EXEC DBO.[MY_PROD_SP] #ERROR_MSG OUTPUT'', N''#ERROR_MSG SYSNAME OUTPUT'', #ERROR_MSG OUTPUT
SELECT #ERROR_MSG AS ERROR_MSG
END TRY
BEGIN CATCH
SELECT ERROR_MESSAGE() AS ERROR_MSG;
END CATCH'
Best,
Sumeet