Can you please share a picture of your transaction so that I can better understand the logical flow of what you are doing? Perhaps there is another way to achieve what you want.
The error message from the Write File action should be visible in the Catch action "Message" field which would look something like this:
"Error from action: " & Catch_WriteFile.Source & " was caught with message: " & Catch_WriteFile.Message
Then you can use the SAP MII XML Document -> Fatal Error block to report this back to the user.
Sam
PS: the Fatal Error block has to be used in conjunction with the Document action block.