I hope I found a way around.
The fact OLE DB Constraint Violation error sort of
hijacked the buffer pushed me to this idea.
Instead of connecting "DCNV_1" and OLE DB Destination
I inserted one more task between them - "Union All".
It's a dummy one, I don't need it. But it helps to
slow down OLE DB Destination a little bit and allow to
route all the records correctly.
See the screen shots attached.
Now I get Conversion Error details in [load_errors] table
plus I catch OLE DB Constraint Violation error in my [sysdtsLog90] table.
(I have Logging enabled for this package)
That's actually was my goal - to capture as many errors as possible
including all Lookup,Conversion and OLE DB Errors and store them in a SQL table.
Right now I have them in two places ([error_load] and [sysdtsLog90] tables but I will try to consolidate them all later)
I'm not sure if you like this little fix to your solution but at least
in my case it resolves all my problems.