I would expect the "catchall" to work in this situation - it's how I catch general exceptions not otherwise handled. Are you using "catchall" or attempting to "catch" a particular exception with catch? If using catch, a gotcha for new players is that it only works in conjunction with a BPL "throw" as it will only catch based on a string in a corresponding throw and not based on a %Status value or %Exception or whatever.
This article needs to link to pre-requisite articles to be of much use. For a developer who is used to writing ObjectScript in Studio on a local Ensemble installation, the starting point for this video is so far removed from what is familiar as to make it pretty useless. Similarly, for a newcomer to InterSystems development there is little here to latch onto to get things started. As part of a series this might well make a lot of sense, but as a standalone video its like demonstrating how to build a space rocket by showing an astronaut strapping themselves in for takeoff - it felt like all of the hard work had already been done.
The catch with the cloud options is of course that while the InterSystems side of things is free, the infrastructure on which it runs has a monthly cost. Hence the appeal of a downloadable Docker image.