Since a 400 (Bad Request) is not really considered per se as a failure coming from the connector itself, you have to define it yourself. This is mainly to give you as much flexibility as possible to be able to define and handle errors according to your use case.
For example in another use case you could be interested in taking an alternative path in case of error, such as I show on this video: https://youtu.be/kLs--OlYwaI?t=137 where I use the clause “If connector fails…Throw error event”
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