This article is useful for those using PowerShell and intend to capture actual error from 3rd Party program

Sql-server – Raise error if BCP command fails to dump data into a file
https://itectec.com/database/sql-server-raise-error-if-bcp-command-fails-to-dump-data-into-a-file/

Not too sure if it's a pretty old stuff but it's useful for me :)