Typically when you browse a webpage your javascript errors appear in the developer tools javascript console. In cefadvanced.py example there is a binding to F12 key for opening developer tools.

To catch errors programmatically implement JavascriptContextHandler.OnUncaughtException().

When a python function is invoked from javascript and it fails, a python exception is thrown. It is written to the console and logged to the "error.log" file, then application exits. You may change this behavior by modifying ExceptHook function found in examples.

A python exception might be thrown when in a context of a javascript callback. For example: javascript invokes a python function and passes a javascript callback to it, which is later called when python function finishes its job, if there is a javascript exception thrown during execution of the javascript callback, then a python exception will be thrown.

See also Issue 11 - "Throw JS / Python exceptions according to execution context".