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Thank you for posting your question, as of now Redshift doesn’t support the behavior you are trying to incorporate.
[Trapping errors] (https://docs.aws.amazon.com/redshift/latest/dg/stored-procedure-trapping-errors.html)
[Transaction Management] (https://docs.aws.amazon.com/redshift/latest/dg/stored-procedure-transaction-management.html)
Having said that I have raised a feature request with the service team on your behalf. While I am unable to comment on if/when this feature may get released, I request you to keep an eye on our [What's New] (https://aws.amazon.com/new/?whats-new-content-all.sort-by=item.additionalFields.postDateTime&whats-new-content-all.sort-order=desc&awsf.whats-new-analytics=*all&awsf.whats-new-app-integration=*all&awsf.whats-new-arvr=*all&awsf.whats-new-blockchain=*all&awsf.whats-new-business-applications=*all&awsf.whats-new-cloud-financial-management=*all&awsf.whats-new-compute=*all&awsf.whats-new-containers=*all&awsf.whats-new-customer-enablement=*all&awsf.whats-new-customer%20engagement=*all&awsf.whats-new-database=*all&awsf.whats-new-developer-tools=*all&awsf.whats-new-end-user-computing=*all&awsf.whats-new-mobile=*all&awsf.whats-new-gametech=*all&awsf.whats-new-iot=*all&awsf.whats-new-machine-learning=*all&awsf.whats-new-management-governance=*all&awsf.whats-new-media-services=*all&awsf.whats-new-migration-transfer=*all&awsf.whats-new-networking-content-delivery=*all&awsf.whats-new-quantum-tech=*all&awsf.whats-new-robotics=*all&awsf.whats-new-satellite=*all&awsf.whats-new-security-id-compliance=*all&awsf.whats-new-serverless=*all&awsf.whats-new-storage=*all) and Blog pages for any new feature announcements.
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Thanks - I will monitor the blog and research a work-around / mitigation strategy until then :-). I anticipate this might require engineering for sub-transactions to work - which if provided would greatly enhance stored procedure based applications.