General strategy for error handling

[led02]

          **todo:** Make this an issue (i.e., general strategy for error handling) ... my guts says, there was something like this already but I could not find a matching issue. At least I'm sure we spoke about it already (i.e., that we need to do error handling in a consistent way)

This is also related to our community contribution #204

Originally posted by @led02 in https://github.com/hermes-hmc/hermes/pull/218#discussion_r1433777164

[SKernchen]

Errors and warnings should be shown in default mode