How to catch all the errors happening during the execution of an SQL file containing multiple INSERT INTO statements to insert multiple rows?
Maybe a better approach would be to verify if the record already exists and would violate the constraint, and only then try to insert it. You would have to script a bit around this file.

Another possibility is to insert everything to a temp table first, and then do the insert to table conversion_fee in batch, selectively with a WHERE/IN/EXISTS clause, rather than on a row by row basis. 
The temp table should simply be a copy of conversion_fee, without data and the constraints.

Then it should not be too difficult to idenfity the duplicate rows, for example by doing a JOIN between conversion_fee and the temp table.

With a text editor, you can easily replace the table name in your source file to something else (the name of a temp table). Import your file to that temp table, and then compare with conversion_fee.

I can't provide full code right now, since the table structure is not known, nor is the constraint. But this is an idea.