Is there an autocommand that is triggered when an error occurs (a Vim error of the type E###)? A try/catch block isn't enough because I need it at a more global level.
No, there is no such autocommand event.
You might simulate something with custom autocmd events. Like:
autocmd User MyErrorEvent call MyErrorHandler()
and somewhere in the code you could trigger that autocmd with
doautocmd User MyErrorEvent