More information for anyone that is able to help me..

USE MyDB

go

CREATE PROCEDURE sp_bruteforce

@pwd varchar(25)

AS

EXECUTE ('insert into OPENROWSET(''SQLOLEDB'',''SERVER=ipaddress,1433;uid=sa;pwd=' + @pwd + N''',''select * from table1'') select * from table 2')

print 'foo'

go

EXEC...

Additional:

I have tried @@error :

exec @err = sp_executesql @query

/* However the script terminates here 🙁 */

select @@error, @err