HDL Web Service - Not being able to retrieve error messages from process

Summary

HCM Data Loader Integration Web Service

Content

Hello,

I'm trying to load and import data into HCM cloud using the following SOAP webservice: hcmCommonDataLoader/HCMDataLoader?wsdl.

The importAndLoadData method works perfectly. But when trying to use the getDataSetStatus method, it is only returning me the below response. Its only a status of how many data was loaded and imported.
But if there are errors, I'm not being able to see the error messages (see below screenshot) using the soap webservice.
Even if I try to check from scheduled process screen, there is no attachment containing the error messages from the Import and Load HCM Data File process and sub processes.