By default JS errors originating on different domains aren't passed to window.onerror handler - Although I don't think this happens on versions of IE below 10 (or maybe 11). Instead they get just a basic "Script Error" on Line 0 message.
In most browsers you have to set crossorigin="anonymous" attribute on the script and return CORS headers on the script and then these errors will be caught.
However this doesn't seem to work on IE11. Is a different technique required?