Need MONMSG-thingy for SQL stored procedures

In our shop, we use SQL stored procedures to update our control tables at
each step in development, QA, system testing, and production deployment.
(FWIW, our control tables do most of the "driving" in our application and,
as a result, some of our projects will have anywhere from a few hundred to
a few thousand records added to our control tables.)

We use separate SQL stored procedures for each table, and the collection of
these for a given project is called from a CL program. (Code for a very
simple project is shown below.) We would like an exception error thrown in
the CL program when any statement in a stored procedure fails. I tried
MONMSG CPF0000 and MONMSG SQL0000 in the CL program, but apparently none of
the errors (i.e. CPF5034 "Duplicate key on access path") are "returned" to
the CL program. I've found the "SQL control statements" chapter in the
SQL reference, but still can't make heads or tails on how to do this. IF
POSSIBLE, I would prefer a "global" at-beginning-of-source MONMSG-thingy; I
would like to avoid having to add code to every statement that tests the
results of a statement.

Member Type Text
RUNDTASCR CLLE Data Deployment Script
@CATUPD SQLPRC SQL Data UPDATE Script - CATMSTP
@CVGINS SQLPRC SQL Data Insert Script - CVGDESP

CL program RUNDTASCR:
Pgm
Call @CATUPD
Call @CVGINS
Commit
EndPgm

SQL proc @CATUPD:
CREATE PROCEDURE @CATUPD
LANGUAGE SQL BEGIN
UPDATE CATMSTP
Set CVCGDESC = 'UNDERINSURED MOTORIST BODILY INJURY'
where CVCGCVGGRP = 'UNDERMBI' ;
END;

CREATE PROCEDURE @CVGINS
LANGUAGE SQL BEGIN
--
DELETE FROM CVGDESP
WHERE (CDST, CDCO, CDCVGCD, CDCVGLC, CDCVGDEDC) =
('OH',24,'BI','100/300','');
INSERT INTO CVGDESP VALUES
('OH',24,'BI','100/300','',
'BODILY INJURY', 'LIABILITY', '$100,000 EA PERSON', '$300,000 EA
ACCIDENT';
--
DELETE FROM CVGDESP
WHERE (CDST, CDCO, CDCVGCD, CDCVGLC, CDCVGDEDC) =
('OH',24,'BI','50/100','');
INSERT INTO CVGDESP VALUES
('OH',24,'BI','50/100','',
'BODILY INJURY', 'LIABILITY', '$50,000 EA PERSON', '$100,000 EA
ACCIDENT';
--
END;