I just wanted to say that the link provided is not an error - it is just returning an empty set. If you were to put in a bad column name value in that service, the result would give you a specific error in relation to that column name. So the errors you wish to have present are technically already there, for the most part.
However, to answer the request, you can customize the error using XSLT Transformations. This article [here](https://community.denodo.com/docs/html/browse/6.0/vdp/administration/publication_of_web_services/xslt_transformations/xslt_transformations) goes into more detail on how to use it.
What I recommend to do to avoid this empty set in the future, is have the developers use a view that contains the valid column names, and [associate](https://community.denodo.com/docs/html/browse/6.0/vdp/administration/restful_architecture/associations/associations) that view to the view being exposed in the webservice. This makes it possible to not have the empty set returned.
I hope this helps!