Hi Dirk,
You can catch the exception:
DATA: exc TYPE REF TO cx_ai_system_fault.
TRY.
CALL METHOD proxy->myproxy
EXPORTING
output = ..
IMPORTING
input = ...
CATCH cx_ai_system_fault INTO exc.
error_text = exc->get_text( ).
CATCH cx_ai_application_fault.
error_text = exc->get_text( ).
ENDTRY.
However the information is not clear for a final user.
Like ABAP developer you should try to do some validations before the call to avoid this errors and to inform to the client with a clear information.
Regards.