This is what I suggested long time before and I’m surprised it wasn’t added to the code. Error number should be reported always when an OS API fails.
Anyway, in this case it won’t give users any more info. The whole problem is bad design decision made long years ago when ME was ported from DOS to Windows. It is quite possible sufficient info about journaling hooks side effect wasn’t available then. Unfortunately, there isn’t an easy way how to fix it. The only thing users can do now is to find misbehaving app and don’t use it along with MEW keyboard macros.