How do I catch 502 exceptions?
HTTP 502 Bad Gateway is, as its name says, something that happened on your gateway, not on your server. Since the error is between you and your server, Drupal can't really know it happened unless, of course, you are talking about a job that connects to a remote server and the error happens between your site and that remote server. If so, you can either ask admins to fix gateways, or file a bugreports: one to service provider, and the other to the author of the module you are using.