Display error message that passed from Custom Database Script using Lock API

I want to show error messages that are been passed from Custom Data Base Script using lock API.

My custom Database script return this call back when it is encounters an error:

callback(new Error(e.response.data));

My Custom UI has this code:

var lock = new Auth0Lock(config.clientID, config.auth0Domain, {...});
this.lock.on('authorization_error', function(error) {
        console.log('error: ' + error);

When Custom Database Script Fails the authorization_error event is not been triggered. When I look in network tab I can see that login request failed and it does return my proper error message in payload.

I looked though Lock documentations and I was unable to find any other configuration I need in order to hook into authorization_error event.

Thank you!

I am still unable to figure out a solution to this problem, or even if this possible all together. Can somebody from Auth0 advise on this matter?