Calling a web service from T-SQL (Stored Procedure) using MSXML
Not sure about that exact error, but I would advise against using the OLE Automation stored procedures (i.e. sp_OA*) as they have been deprecated since SQL Server 2005 was released and have various "issues".

I you need to interact with a Web Service, your best bet is to use SQLCLR. I have more info regarding this option in the following answer, also here on DBA.SE:

Bringing web service data into SQL server